+461.8%
STM vs SYF
+176.2%
+285.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +16.3% | -3.3% | +19.5% | +18.1% |
| 30D | -6.3% | -2.2% | -4.1% | -5.3% |
| 3M | -14.1% | -9.3% | -4.8% | -10.2% |
| 6M | -19.6% | +2.1% | -21.6% | -20.9% |
| YTD | +80.1% | -12.6% | +92.8% | +89.3% |
| 1Y | +95.4% | -3.4% | +98.8% | +95.5% |
| 3Y | +14.7% | +156.5% | -141.8% | -29.8% |
| 5Y | -5.4% | +59.6% | -65.0% | -30.3% |
| All | +461.8% | +176.2% | +285.6% | +191.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling