+99.6%
STM vs SYF
+7.1%
+92.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +5.8% | +2.4% | +3.4% | +4.7% |
| 30D | -1.0% | +0.8% | -1.8% | -1.4% |
| 3M | -33.3% | +13.4% | -46.7% | -37.1% |
| 6M | +57.4% | +16.3% | +41.0% | +45.1% |
| YTD | +102.2% | -3.0% | +105.2% | +99.7% |
| 1Y | +99.6% | +5.7% | +93.9% | +83.6% |
| All | +99.6% | +7.1% | +92.5% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 1y: compounded portfolio wealth divided by compounded SYF 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…
1y analysis · Full analysis span regression · 6 months rolling