+308.6%
SYF vs STLD
+1,243.2%
-934.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.6% | +6.3% | +2.3% |
| 7D | -3.8% | -12.5% | +8.7% | +2.3% |
| 30D | +2.6% | -6.8% | +9.5% | +5.7% |
| 3M | -6.5% | -16.4% | +9.8% | +0.7% |
| 6M | +0.8% | -6.1% | +6.9% | +1.8% |
| YTD | -10.1% | +32.0% | -42.1% | -24.2% |
| 1Y | +0.8% | +45.5% | -44.7% | -19.0% |
| 3Y | +158.8% | +106.5% | +52.3% | +71.7% |
| 5Y | +67.5% | +267.2% | -199.7% | -21.5% |
| 10Y | +230.0% | +878.9% | -648.9% | -7.7% |
| All | +308.6% | +1,243.2% | -934.6% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling