+297.1%
SYF vs STT
+238.5%
+58.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -3.3% | +5.1% | -8.4% | -6.8% |
| 30D | -2.2% | -0.2% | -1.9% | -2.3% |
| 3M | -9.3% | -8.1% | -1.2% | -3.8% |
| 6M | +2.1% | +16.6% | -14.6% | -9.5% |
| YTD | -12.6% | +37.8% | -50.5% | -31.9% |
| 1Y | -3.4% | +46.8% | -50.3% | -28.2% |
| 3Y | +156.5% | +181.2% | -24.7% | +20.3% |
| 5Y | +59.6% | +105.1% | -45.6% | -9.3% |
| 10Y | +178.6% | +202.3% | -23.7% | +16.3% |
| All | +297.1% | +238.5% | +58.6% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling