+7,282.2%
STRL vs SYF
+267.3%
+7,014.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +3.4% | +2.4% | +1.0% | +2.1% |
| 30D | -9.2% | +0.8% | -10.1% | -9.6% |
| 3M | -51.0% | +13.4% | -64.4% | -54.3% |
| 6M | +15.8% | +16.3% | -0.6% | +6.7% |
| YTD | +58.9% | -3.0% | +61.9% | +59.0% |
| 1Y | +68.5% | +5.7% | +62.8% | +61.6% |
| 3Y | +485.2% | +160.1% | +325.1% | +255.6% |
| 5Y | +2,005.1% | +88.5% | +1,916.6% | +1,334.6% |
| All | +7,282.2% | +267.3% | +7,014.9% | +3,186.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling