+263.2%
SYF vs STLA
+48.0%
+215.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.2% |
| 7D | +2.6% | +0.7% | +1.9% | +2.2% |
| 30D | 0.0% | -2.4% | +2.4% | +0.6% |
| 3M | +11.9% | -23.9% | +35.8% | +25.5% |
| 6M | +18.9% | -24.6% | +43.5% | +32.7% |
| YTD | -4.6% | -50.5% | +45.9% | +26.3% |
| 1Y | +6.4% | -39.8% | +46.2% | +25.1% |
| 3Y | +167.2% | -65.6% | +232.8% | +290.7% |
| 5Y | +92.3% | -62.1% | +154.4% | +157.2% |
| 10Y | +263.2% | +47.8% | +215.4% | +179.6% |
| All | +263.2% | +48.0% | +215.2% | +179.6% |
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