+262.7%
SYF vs SMTC
+504.7%
-242.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -1.3% | +22.5% | -23.8% | -6.8% |
| 30D | -1.1% | +24.9% | -26.0% | -7.9% |
| 3M | +7.4% | +4.1% | +3.3% | +2.5% |
| 6M | +16.2% | +92.6% | -76.3% | -10.0% |
| YTD | -6.1% | +122.5% | -128.6% | -31.0% |
| 1Y | +3.4% | +166.2% | -162.8% | -29.3% |
| 3Y | +162.9% | +577.2% | -414.3% | +9.1% |
| 5Y | +85.6% | +119.0% | -33.4% | +13.4% |
| 10Y | +262.7% | +527.9% | -265.1% | +45.2% |
| All | +262.7% | +504.7% | -242.0% | +45.2% |
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