+174.7%
SYF vs STZ
-47.2%
+222.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +2.4% | -1.9% | +4.3% | +2.8% |
| 30D | +0.8% | -1.9% | +2.7% | +1.1% |
| 3M | +13.4% | -6.2% | +19.6% | +14.7% |
| 6M | +16.3% | -14.0% | +30.4% | +19.6% |
| YTD | -3.0% | -5.1% | +2.1% | -3.7% |
| 1Y | +5.7% | -9.6% | +15.3% | +6.3% |
| All | +174.7% | -47.2% | +222.0% | +209.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling