+673.8%
STX vs SYF
+159.4%
+514.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +14.6% | -2.0% | +16.6% | +15.3% |
| 30D | -26.0% | +1.2% | -27.2% | -26.3% |
| 3M | -42.6% | -9.4% | -33.2% | -40.9% |
| 6M | -35.3% | +4.4% | -39.7% | -37.1% |
| YTD | +92.5% | -11.9% | +104.4% | +97.4% |
| 1Y | +102.4% | -0.4% | +102.8% | +97.8% |
| 3Y | +673.8% | +159.6% | +514.3% | +502.9% |
| All | +673.8% | +159.4% | +514.4% | +502.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling