+3,786.6%
STRL vs SYF
+176.2%
+3,610.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +23.4% | -3.3% | +26.7% | +25.4% |
| 30D | -39.5% | -2.2% | -37.3% | -38.9% |
| 3M | -45.1% | -9.3% | -35.7% | -42.4% |
| 6M | -64.6% | +2.1% | -66.6% | -65.2% |
| YTD | -1.5% | -12.6% | +11.1% | +3.6% |
| 1Y | -20.8% | -3.4% | -17.3% | -20.7% |
| 3Y | +353.1% | +156.5% | +196.6% | +178.3% |
| 5Y | +942.9% | +59.6% | +883.3% | +672.5% |
| All | +3,786.6% | +176.2% | +3,610.4% | +2,019.1% |
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