-35.5%
RBLX vs SYF
+119.1%
-154.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.2% |
| 7D | +10.2% | +2.6% | +7.6% | +8.9% |
| 30D | +18.6% | 0.0% | +18.6% | +18.4% |
| 3M | +6.0% | +11.9% | -6.0% | +0.5% |
| 6M | -29.5% | +18.9% | -48.4% | -34.9% |
| YTD | -44.7% | -4.6% | -40.1% | -44.1% |
| 1Y | -65.1% | +6.4% | -71.5% | -66.6% |
| 3Y | +54.5% | +167.2% | -112.7% | -11.7% |
| 5Y | -46.3% | +92.3% | -138.7% | -67.1% |
| All | -35.5% | +119.1% | -154.6% | -64.4% |
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