+392.6%
STM vs SYF
+221.7%
+170.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.6% |
| 7D | -10.7% | -2.1% | -8.6% | -9.8% |
| 30D | -25.7% | +2.5% | -28.3% | -26.6% |
| 3M | -21.6% | -6.3% | -15.3% | -19.3% |
| 6M | -27.8% | -1.5% | -26.3% | -27.8% |
| YTD | +61.8% | -10.5% | +72.3% | +68.1% |
| 1Y | +78.1% | +1.5% | +76.6% | +74.2% |
| 3Y | +4.9% | +163.3% | -158.4% | -36.3% |
| 5Y | -14.3% | +66.8% | -81.0% | -37.9% |
| All | +392.6% | +221.7% | +170.9% | +161.6% |
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 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