+92.3%
SYF vs SMTC
+110.0%
-17.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.0% | -11.6% | -3.6% |
| 7D | +2.6% | +22.9% | -20.3% | -1.7% |
| 30D | 0.0% | +16.6% | -16.6% | -3.9% |
| 3M | +11.9% | +2.4% | +9.5% | +8.6% |
| 6M | +18.9% | +98.3% | -79.4% | -2.8% |
| YTD | -4.6% | +120.7% | -125.3% | -24.4% |
| 1Y | +6.4% | +168.3% | -161.9% | -20.7% |
| 3Y | +167.2% | +571.7% | -404.5% | +36.5% |
| 5Y | +92.3% | +114.0% | -21.7% | +38.8% |
| All | +92.3% | +110.0% | -17.7% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling