+61.0%
SYF vs STLA
-74.6%
+135.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | -2.0% | -13.8% | +11.7% | +3.4% |
| 30D | +1.2% | -10.5% | +11.7% | +4.8% |
| 3M | -9.4% | -28.9% | +19.5% | +1.5% |
| 6M | +4.4% | -49.7% | +54.2% | +33.2% |
| YTD | -11.9% | -64.9% | +53.0% | +26.9% |
| 1Y | -0.4% | -64.0% | +63.6% | +41.2% |
| 3Y | +159.6% | -77.4% | +237.0% | +322.8% |
| All | +61.0% | -74.6% | +135.6% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling