+657.6%
STM vs SYF
+259.8%
+397.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +5.2% | +2.6% | +2.6% | +3.9% |
| 30D | -7.4% | 0.0% | -7.4% | -7.4% |
| 3M | -30.6% | +11.9% | -42.6% | -34.4% |
| 6M | +66.4% | +18.9% | +47.5% | +52.4% |
| YTD | +101.1% | -4.6% | +105.7% | +103.2% |
| 1Y | +97.4% | +6.4% | +91.0% | +88.9% |
| 3Y | +21.1% | +167.2% | -146.0% | -27.0% |
| 5Y | +22.5% | +92.3% | -69.9% | -17.1% |
| 10Y | +657.6% | +263.2% | +394.4% | +261.0% |
| All | +657.6% | +259.8% | +397.8% | +261.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling