+350.2%
RCL vs SYF
+259.8%
+90.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +1.0% |
| 7D | -0.5% | +2.6% | -3.1% | -2.4% |
| 30D | -17.3% | 0.0% | -17.4% | -17.5% |
| 3M | -2.8% | +11.9% | -14.7% | -11.3% |
| 6M | -4.4% | +18.9% | -23.3% | -16.5% |
| YTD | -4.2% | -4.6% | +0.4% | -2.1% |
| 1Y | -23.4% | +6.4% | -29.7% | -28.0% |
| 3Y | +179.4% | +167.2% | +12.2% | +20.4% |
| 5Y | +238.8% | +92.3% | +146.4% | +83.5% |
| 10Y | +350.2% | +263.2% | +87.0% | +47.1% |
| All | +350.2% | +259.8% | +90.4% | +47.1% |
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