+168.4%
SYF vs STLD
+790.2%
-621.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -3.3% | +6.9% | -10.1% | -6.6% |
| 30D | -2.2% | -1.5% | -0.7% | -1.9% |
| 3M | -9.3% | -9.7% | +0.3% | -5.6% |
| 6M | +2.1% | +2.3% | -0.3% | -1.6% |
| YTD | -12.6% | +41.0% | -53.7% | -30.2% |
| 1Y | -3.4% | +51.8% | -55.3% | -25.9% |
| 3Y | +156.5% | +126.4% | +30.1% | +54.3% |
| 5Y | +59.6% | +285.7% | -226.1% | -34.4% |
| All | +168.4% | +790.2% | -621.9% | -39.4% |
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