-34.5%
RBLX vs SYF
+111.8%
-146.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +5.1% | -4.9% | +10.0% | +7.4% |
| 30D | +28.0% | -4.3% | +32.3% | +30.3% |
| 3M | +4.6% | +5.5% | -0.9% | +1.8% |
| 6M | -24.7% | +17.5% | -42.2% | -30.1% |
| YTD | -43.8% | -7.8% | -36.1% | -42.4% |
| 1Y | -65.8% | +1.6% | -67.4% | -66.6% |
| 3Y | +59.4% | +154.8% | -95.4% | -6.9% |
| 5Y | -48.2% | +79.5% | -127.7% | -67.5% |
| All | -34.5% | +111.8% | -146.3% | -63.3% |
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