+89.4%
STM vs SYF
+0.6%
+88.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.1% |
| 7D | -5.6% | -4.7% | -0.9% | -3.6% |
| 30D | -14.4% | +0.6% | -15.0% | -14.5% |
| 3M | -20.5% | -6.8% | -13.6% | -18.0% |
| 6M | -24.5% | +0.5% | -25.1% | -25.1% |
| YTD | +72.7% | -11.1% | +83.8% | +76.1% |
| All | +89.4% | +0.6% | +88.8% | +78.0% |
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 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