+170.6%
SYF vs SMTC
+333.2%
-162.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.8% |
| 7D | -2.0% | +11.0% | -13.0% | -4.9% |
| 30D | +1.2% | -28.5% | +29.7% | +7.6% |
| 3M | -9.4% | -14.2% | +4.8% | -10.2% |
| 6M | +4.4% | -18.0% | +22.4% | +1.0% |
| YTD | -11.9% | +55.5% | -67.4% | -31.4% |
| 1Y | -0.4% | +69.5% | -69.9% | -24.9% |
| 3Y | +159.6% | +699.7% | -540.1% | -4.4% |
| 5Y | +60.9% | +27.4% | +33.5% | +12.8% |
| All | +170.6% | +333.2% | -162.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling