+206.0%
SYF vs STLA
+21.0%
+185.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.3% | -6.4% | +2.1% | -1.5% |
| 30D | +1.0% | -1.3% | +2.4% | +0.9% |
| 3M | -6.4% | -19.9% | +13.5% | +1.7% |
| 6M | +1.0% | -42.9% | +43.9% | +27.3% |
| YTD | -10.7% | -59.4% | +48.7% | +28.0% |
| 1Y | +1.8% | -56.8% | +58.6% | +40.6% |
| 3Y | +165.8% | -73.1% | +238.9% | +332.6% |
| 5Y | +65.9% | -70.1% | +136.0% | +145.8% |
| 10Y | +206.0% | +19.8% | +186.2% | +169.3% |
| All | +206.0% | +21.0% | +185.0% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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