+186.5%
SYF vs STT
+198.3%
-11.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.4% |
| 7D | -4.2% | +1.1% | -5.3% | -5.3% |
| 30D | -1.1% | -1.9% | +0.8% | +0.1% |
| 3M | -7.9% | -7.6% | -0.3% | -2.5% |
| 6M | -1.1% | +16.0% | -17.1% | -12.6% |
| YTD | -12.6% | +36.2% | -48.8% | -32.3% |
| 1Y | -2.4% | +46.8% | -49.2% | -28.6% |
| 3Y | +156.6% | +177.8% | -21.2% | +15.9% |
| 5Y | +61.9% | +105.8% | -43.9% | -11.6% |
| 10Y | +186.5% | +197.6% | -11.1% | +7.1% |
| All | +186.5% | +198.3% | -11.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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