-25.9%
STRL vs SYF
+4.2%
-30.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -0.2% | -21.3% | -21.4% |
| 7D | -27.1% | -0.4% | -26.6% | -27.0% |
| 30D | -45.8% | +4.4% | -50.2% | -46.9% |
| 3M | -47.6% | -4.7% | -42.9% | -46.5% |
| 6M | -46.4% | +1.9% | -48.3% | -47.4% |
| YTD | -7.4% | -8.9% | +1.6% | -8.4% |
| 1Y | -25.9% | +4.1% | -29.9% | -36.6% |
| All | -25.9% | +4.2% | -30.1% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 1y: compounded portfolio wealth divided by compounded SYF 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…
1y analysis · Full analysis span regression · 6 months rolling