+340.9%
SYF vs SM
-47.9%
+388.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +0.8% | +26.3% | -25.5% | -3.2% |
| 3M | +13.4% | +8.7% | +4.7% | +10.6% |
| 6M | +16.3% | +51.7% | -35.3% | +6.0% |
| YTD | -3.0% | +99.0% | -102.1% | -16.1% |
| 1Y | +5.7% | +34.6% | -28.9% | -2.7% |
| 3Y | +160.1% | -7.8% | +167.9% | +151.1% |
| 5Y | +88.5% | +104.8% | -16.3% | +54.6% |
| 10Y | +263.1% | +7.2% | +255.8% | +114.7% |
| All | +340.9% | -47.9% | +388.8% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling