+91.3%
SYF vs STT
+145.1%
-53.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.4% | +0.5% | +1.9% | +2.0% |
| 30D | +0.8% | +3.9% | -3.0% | -2.1% |
| 3M | +13.4% | +20.0% | -6.6% | -1.7% |
| 6M | +16.3% | +55.3% | -39.0% | -17.7% |
| YTD | -3.0% | +53.3% | -56.3% | -31.1% |
| 1Y | +5.7% | +74.7% | -69.0% | -32.3% |
| 3Y | +160.1% | +205.8% | -45.7% | +11.1% |
| All | +91.3% | +145.1% | -53.7% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling