+241.9%
RCL vs SYF
+159.4%
+82.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -1.2% | -2.0% | +0.8% | 0.0% |
| 30D | +17.8% | +1.2% | +16.7% | +17.0% |
| 3M | +4.9% | -9.4% | +14.3% | +11.4% |
| 6M | +23.7% | +4.4% | +19.3% | +19.9% |
| YTD | +17.8% | -11.9% | +29.7% | +25.9% |
| 1Y | +28.9% | -0.4% | +29.3% | +28.2% |
| 3Y | +241.9% | +159.6% | +82.3% | +129.3% |
| All | +241.9% | +159.4% | +82.5% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling