+340.9%
SYF vs STLA
+65.1%
+275.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +2.4% | +2.6% | -0.2% | +1.3% |
| 30D | +0.8% | -1.2% | +2.1% | +0.9% |
| 3M | +13.4% | -24.8% | +38.2% | +26.3% |
| 6M | +16.3% | -25.6% | +41.9% | +29.2% |
| YTD | -3.0% | -48.9% | +45.9% | +23.2% |
| 1Y | +5.7% | -38.8% | +44.5% | +21.9% |
| 3Y | +160.1% | -64.5% | +224.6% | +262.0% |
| 5Y | +88.5% | -62.4% | +150.9% | +148.5% |
| 10Y | +263.1% | +55.4% | +207.7% | +193.7% |
| All | +340.9% | +65.1% | +275.8% | +262.5% |
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