+1,235.4%
STX vs SYF
+306.8%
+928.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -28.5% | -2.1% | -26.3% | -27.9% |
| 30D | -42.9% | +2.5% | -45.4% | -43.5% |
| 3M | -45.9% | -6.3% | -39.6% | -44.8% |
| 6M | -41.3% | -1.5% | -39.8% | -41.8% |
| YTD | +67.9% | -10.5% | +78.5% | +71.7% |
| 1Y | +66.5% | +1.5% | +65.0% | +62.3% |
| 3Y | +588.0% | +163.3% | +424.7% | +351.2% |
| 5Y | +449.1% | +66.8% | +382.3% | +314.5% |
| 10Y | +1,982.8% | +228.5% | +1,754.3% | +971.5% |
| All | +1,235.4% | +306.8% | +928.6% | +529.9% |
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 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