+165.8%
SYF vs SMTC
+696.5%
-530.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.8% | -13.5% | -2.4% |
| 7D | -4.3% | -4.8% | +0.6% | -4.2% |
| 30D | +1.0% | -37.8% | +38.9% | +6.8% |
| 3M | -6.4% | -16.5% | +10.1% | -6.3% |
| 6M | +1.0% | -4.4% | +5.4% | -3.4% |
| YTD | -10.7% | +58.0% | -68.8% | -23.4% |
| 1Y | +1.8% | +62.0% | -60.3% | -13.4% |
| 3Y | +165.8% | +745.7% | -579.8% | +63.7% |
| All | +165.8% | +696.5% | -530.7% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling