+444.1%
STM vs SYF
+196.3%
+247.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +1.3% |
| 7D | -7.9% | -4.2% | -3.7% | -6.0% |
| 30D | -14.1% | -1.1% | -13.1% | -13.7% |
| 3M | -17.6% | -7.9% | -9.7% | -14.6% |
| 6M | -24.2% | -1.1% | -23.1% | -24.5% |
| YTD | +73.3% | -12.6% | +85.9% | +82.1% |
| 1Y | +90.1% | -2.4% | +92.5% | +89.3% |
| 3Y | +10.3% | +156.6% | -146.3% | -32.4% |
| 5Y | -5.7% | +61.9% | -67.6% | -31.0% |
| 10Y | +444.1% | +186.5% | +257.6% | +180.4% |
| All | +444.1% | +196.3% | +247.8% | +180.4% |
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