+340.9%
SYF vs SMTC
+550.1%
-209.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -2.3% |
| 7D | +2.4% | +12.7% | -10.4% | -0.9% |
| 30D | +0.8% | +22.0% | -21.1% | -5.7% |
| 3M | +13.4% | -12.7% | +26.1% | +13.4% |
| 6M | +16.3% | +64.8% | -48.4% | -5.6% |
| YTD | -3.0% | +100.7% | -103.7% | -26.4% |
| 1Y | +5.7% | +146.9% | -141.2% | -25.9% |
| 3Y | +160.1% | +456.8% | -296.7% | +17.2% |
| 5Y | +88.5% | +89.2% | -0.7% | +20.0% |
| 10Y | +263.1% | +426.9% | -163.8% | +55.3% |
| All | +340.9% | +550.1% | -209.2% | +74.2% |
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 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