+2,750.3%
STRL vs SYF
+306.8%
+2,443.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -26.9% | -2.1% | -24.8% | -26.2% |
| 30D | -52.7% | +2.5% | -55.2% | -53.3% |
| 3M | -52.8% | -6.3% | -46.6% | -51.4% |
| 6M | -71.5% | -1.5% | -70.0% | -71.5% |
| YTD | -17.4% | -10.5% | -6.9% | -14.2% |
| 1Y | -35.0% | +1.5% | -36.5% | -36.4% |
| 3Y | +239.2% | +163.3% | +76.0% | +111.6% |
| 5Y | +830.2% | +66.8% | +763.4% | +586.6% |
| 10Y | +3,574.7% | +228.5% | +3,346.2% | +1,810.7% |
| All | +2,750.3% | +306.8% | +2,443.5% | +1,405.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling