+66.5%
SYF vs STLA
-70.1%
+136.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.1% | -4.5% | +2.4% | -0.5% |
| 30D | +2.5% | -3.9% | +6.4% | +3.5% |
| 3M | -6.3% | -20.2% | +13.9% | +0.8% |
| 6M | -1.5% | -42.2% | +40.7% | +19.5% |
| YTD | -10.5% | -59.3% | +48.8% | +22.2% |
| 1Y | +1.5% | -56.1% | +57.6% | +33.1% |
| 3Y | +163.3% | -73.7% | +236.9% | +304.7% |
| All | +66.5% | -70.1% | +136.6% | +121.3% |
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 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