+297.4%
SYF vs SMTC
+398.9%
-101.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.4% |
| 7D | -4.2% | -10.9% | +6.7% | -2.6% |
| 30D | -1.1% | -39.4% | +38.3% | +9.7% |
| 3M | -7.9% | -13.5% | +5.7% | -8.8% |
| 6M | -1.1% | -6.8% | +5.7% | -8.0% |
| YTD | -12.6% | +54.0% | -66.6% | -31.5% |
| 1Y | -2.4% | +50.8% | -53.2% | -23.5% |
| 3Y | +156.6% | +677.3% | -520.7% | -2.0% |
| 5Y | +61.9% | +28.7% | +33.2% | +11.8% |
| 10Y | +186.5% | +339.9% | -153.4% | +23.8% |
| All | +297.4% | +398.9% | -101.5% | +62.1% |
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