+164.6%
SYF vs STLD
+115.4%
+49.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.6% |
| 7D | -4.7% | -9.7% | +5.0% | -0.5% |
| 30D | +0.6% | -4.5% | +5.1% | +2.3% |
| 3M | -6.8% | -13.1% | +6.3% | -1.7% |
| 6M | +0.5% | -2.8% | +3.3% | -0.5% |
| YTD | -11.1% | +35.3% | -46.5% | -27.1% |
| 1Y | +1.3% | +51.4% | -50.1% | -22.1% |
| 3Y | +164.6% | +117.9% | +46.7% | +73.0% |
| All | +164.6% | +115.4% | +49.3% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling