+206.0%
SYF vs STLD
+779.4%
-573.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.8% |
| 7D | -4.3% | -9.7% | +5.4% | +0.6% |
| 30D | +1.0% | -4.5% | +5.6% | +3.0% |
| 3M | -6.4% | -13.1% | +6.7% | -0.6% |
| 6M | +1.0% | -2.8% | +3.8% | 0.0% |
| YTD | -10.7% | +35.3% | -46.1% | -27.1% |
| 1Y | +1.8% | +51.4% | -49.6% | -21.9% |
| 3Y | +165.8% | +117.9% | +47.9% | +63.1% |
| 5Y | +65.9% | +272.6% | -206.7% | -30.7% |
| 10Y | +206.0% | +782.2% | -576.2% | -34.0% |
| All | +206.0% | +779.4% | -573.4% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling