+91.3%
SYF vs STLD
+292.4%
-201.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | +2.4% | +3.1% | -0.8% | +1.0% |
| 30D | +0.8% | -9.0% | +9.8% | +4.7% |
| 3M | +13.4% | -12.4% | +25.8% | +19.0% |
| 6M | +16.3% | +25.5% | -9.2% | +3.5% |
| YTD | -3.0% | +43.6% | -46.6% | -19.5% |
| 1Y | +5.7% | +87.2% | -81.5% | -22.9% |
| 3Y | +160.1% | +135.2% | +24.9% | +70.4% |
| All | +91.3% | +292.4% | -201.1% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling