+340.9%
SYF vs STZ
+81.4%
+259.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +2.4% | -1.9% | +4.3% | +3.3% |
| 30D | +0.8% | -1.9% | +2.7% | +1.5% |
| 3M | +13.4% | -6.2% | +19.6% | +16.3% |
| 6M | +16.3% | -14.0% | +30.4% | +23.7% |
| YTD | -3.0% | -5.1% | +2.1% | -3.3% |
| 1Y | +5.7% | -9.6% | +15.3% | +7.6% |
| 3Y | +160.1% | -47.2% | +207.3% | +241.9% |
| 5Y | +88.5% | -33.6% | +122.1% | +115.3% |
| 10Y | +263.1% | -9.8% | +272.8% | +245.5% |
| All | +340.9% | +81.4% | +259.5% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling