+66.5%
SYF vs STLD
+255.4%
-188.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -2.1% | -11.1% | +9.0% | +2.7% |
| 30D | +2.5% | -4.8% | +7.3% | +4.3% |
| 3M | -6.3% | -14.6% | +8.3% | -0.7% |
| 6M | -1.5% | -7.4% | +6.0% | -0.1% |
| YTD | -10.5% | +32.6% | -43.1% | -23.8% |
| 1Y | +1.5% | +47.3% | -45.8% | -17.8% |
| 3Y | +163.3% | +107.5% | +55.7% | +80.2% |
| All | +66.5% | +255.4% | -188.9% | -12.6% |
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