+2,071.0%
STX vs SYF
+219.4%
+1,851.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.5% | +10.0% |
| 7D | -14.8% | -4.3% | -10.5% | -13.4% |
| 30D | -35.4% | +1.0% | -36.4% | -35.6% |
| 3M | -37.7% | -6.4% | -31.3% | -36.4% |
| 6M | -35.2% | +1.0% | -36.2% | -36.3% |
| YTD | +84.4% | -10.7% | +95.1% | +88.5% |
| 1Y | +82.3% | +1.8% | +80.5% | +77.5% |
| 3Y | +646.2% | +165.8% | +480.4% | +396.5% |
| 5Y | +487.4% | +65.9% | +421.5% | +348.5% |
| 10Y | +2,071.0% | +206.0% | +1,865.1% | +1,169.6% |
| All | +2,071.0% | +219.4% | +1,851.6% | +1,169.6% |
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