+263.2%
SYF vs STZ
-14.3%
+277.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +1.2% |
| 7D | +2.6% | -7.4% | +10.0% | +6.6% |
| 30D | 0.0% | -10.9% | +10.9% | +5.7% |
| 3M | +11.9% | -13.4% | +25.4% | +19.6% |
| 6M | +18.9% | -16.2% | +35.1% | +28.3% |
| YTD | -4.6% | -10.4% | +5.9% | -2.2% |
| 1Y | +6.4% | -14.8% | +21.1% | +11.5% |
| 3Y | +167.2% | -50.1% | +217.3% | +266.7% |
| 5Y | +92.3% | -38.8% | +131.1% | +130.0% |
| 10Y | +263.2% | -14.1% | +277.3% | +268.0% |
| All | +263.2% | -14.3% | +277.5% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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