+91.3%
SYF vs STZ
-33.3%
+124.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +2.4% | -1.9% | +4.3% | +3.1% |
| 30D | +0.8% | -1.9% | +2.7% | +1.3% |
| 3M | +13.4% | -6.2% | +19.6% | +15.5% |
| 6M | +16.3% | -14.0% | +30.4% | +21.7% |
| YTD | -3.0% | -5.1% | +2.1% | -3.7% |
| 1Y | +5.7% | -9.6% | +15.3% | +6.8% |
| 3Y | +160.1% | -47.2% | +207.3% | +227.8% |
| All | +91.3% | -33.3% | +124.6% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling