+306.8%
SYF vs STLA
+31.5%
+275.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.1% | -4.5% | +2.4% | -0.4% |
| 30D | +2.5% | -3.9% | +6.4% | +3.5% |
| 3M | -6.3% | -20.2% | +13.9% | +1.1% |
| 6M | -1.5% | -42.2% | +40.7% | +20.5% |
| YTD | -10.5% | -59.3% | +48.8% | +23.2% |
| 1Y | +1.5% | -56.1% | +57.6% | +34.5% |
| 3Y | +163.3% | -73.7% | +236.9% | +310.5% |
| 5Y | +66.8% | -70.3% | +137.0% | +139.6% |
| 10Y | +228.5% | +23.1% | +205.4% | +189.1% |
| All | +306.8% | +31.5% | +275.3% | +262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling