+306.8%
SYF vs STT
+221.0%
+85.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -2.1% | -2.5% | +0.3% | -0.5% |
| 30D | +2.5% | -5.0% | +7.5% | +6.2% |
| 3M | -6.3% | -10.5% | +4.2% | +1.4% |
| 6M | -1.5% | +10.0% | -11.5% | -8.7% |
| YTD | -10.5% | +30.7% | -41.2% | -27.4% |
| 1Y | +1.5% | +43.8% | -42.3% | -23.2% |
| 3Y | +163.3% | +168.1% | -4.8% | +28.0% |
| 5Y | +66.8% | +101.4% | -34.7% | -3.8% |
| 10Y | +228.5% | +211.3% | +17.2% | +37.4% |
| All | +306.8% | +221.0% | +85.8% | +65.3% |
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