+305.8%
SYF vs SMTC
+411.9%
-106.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.8% | -13.5% | -3.9% |
| 7D | -4.3% | -4.8% | +0.6% | -4.3% |
| 30D | +1.0% | -37.8% | +38.9% | +11.3% |
| 3M | -6.4% | -16.5% | +10.1% | -6.5% |
| 6M | +1.0% | -4.4% | +5.4% | -6.7% |
| YTD | -10.7% | +58.0% | -68.8% | -30.5% |
| 1Y | +1.8% | +62.0% | -60.3% | -21.8% |
| 3Y | +165.8% | +745.7% | -579.8% | -1.3% |
| 5Y | +65.9% | +29.0% | +36.9% | +14.9% |
| 10Y | +206.0% | +351.4% | -145.4% | +31.4% |
| All | +305.8% | +411.9% | -106.1% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling