+170.6%
SYF vs STLD
+761.4%
-590.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +2.5% |
| 7D | -2.0% | +2.9% | -5.0% | -3.6% |
| 30D | +1.2% | -5.6% | +6.8% | +3.6% |
| 3M | -9.4% | -11.7% | +2.4% | -4.6% |
| 6M | +4.4% | -2.8% | +7.2% | +3.3% |
| YTD | -11.9% | +36.4% | -48.4% | -28.4% |
| 1Y | -0.4% | +50.0% | -50.4% | -23.2% |
| 3Y | +159.6% | +122.3% | +37.3% | +57.5% |
| 5Y | +60.9% | +273.2% | -212.3% | -32.7% |
| All | +170.6% | +761.4% | -590.8% | -37.9% |
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