+681.3%
STM vs SYF
+340.9%
+340.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +5.8% | +2.4% | +3.4% | +4.6% |
| 30D | -1.0% | +0.8% | -1.8% | -1.4% |
| 3M | -33.3% | +13.4% | -46.7% | -37.3% |
| 6M | +57.4% | +16.3% | +41.0% | +45.8% |
| YTD | +102.2% | -3.0% | +105.2% | +102.7% |
| 1Y | +99.6% | +5.7% | +93.9% | +91.7% |
| 3Y | +14.5% | +160.1% | -145.6% | -29.7% |
| 5Y | +21.4% | +88.5% | -67.1% | -16.7% |
| 10Y | +695.0% | +263.1% | +431.9% | +262.8% |
| All | +681.3% | +340.9% | +340.5% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling