+305.8%
SYF vs SM
-58.4%
+364.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | -4.3% | -22.3% | +18.0% | -0.5% |
| 30D | +1.0% | -21.4% | +22.4% | +4.6% |
| 3M | -6.4% | +1.4% | -7.8% | -7.5% |
| 6M | +1.0% | +0.1% | +0.9% | -1.1% |
| YTD | -10.7% | +59.0% | -69.7% | -20.4% |
| 1Y | +1.8% | +64.3% | -62.6% | -10.0% |
| 3Y | +165.8% | -13.1% | +179.0% | +158.3% |
| 5Y | +65.9% | -13.9% | +79.8% | +55.5% |
| 10Y | +206.0% | +1.7% | +204.3% | +85.1% |
| All | +305.8% | -58.4% | +364.1% | +166.7% |
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