+174.7%
SYF vs SMTC
+514.4%
-339.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -1.3% |
| 7D | +2.4% | +12.7% | -10.4% | +0.5% |
| 30D | +0.8% | +22.0% | -21.1% | -2.9% |
| 3M | +13.4% | -12.7% | +26.1% | +13.7% |
| 6M | +16.3% | +64.8% | -48.4% | +2.7% |
| YTD | -3.0% | +100.7% | -103.7% | -17.9% |
| 1Y | +5.7% | +146.9% | -141.2% | -14.9% |
| All | +174.7% | +514.4% | -339.7% | +73.5% |
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