+299.1%
SYF vs STLA
+22.0%
+277.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | +1.9% |
| 7D | -3.6% | -11.6% | +8.0% | +1.3% |
| 30D | -1.7% | -6.2% | +4.4% | +0.2% |
| 3M | -7.8% | -24.6% | +16.8% | +1.7% |
| 6M | +3.4% | -44.9% | +48.3% | +28.8% |
| YTD | -12.2% | -62.3% | +50.1% | +24.6% |
| 1Y | -1.6% | -61.8% | +60.2% | +38.3% |
| 3Y | +157.8% | -75.3% | +233.1% | +312.4% |
| 5Y | +61.9% | -72.5% | +134.4% | +140.0% |
| 10Y | +180.0% | +0.8% | +179.3% | +160.4% |
| All | +299.1% | +22.0% | +277.1% | +266.5% |
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