+541.5%
RCL vs SYF
+306.8%
+234.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +6.5% | -2.1% | +8.6% | +8.3% |
| 30D | +15.9% | +2.5% | +13.4% | +13.8% |
| 3M | +2.7% | -6.3% | +8.9% | +7.6% |
| 6M | +15.2% | -1.5% | +16.7% | +15.6% |
| YTD | +19.2% | -10.5% | +29.7% | +27.7% |
| 1Y | +31.6% | +1.5% | +30.1% | +28.5% |
| 3Y | +274.2% | +163.3% | +110.9% | +68.3% |
| 5Y | +250.1% | +66.8% | +183.3% | +117.5% |
| 10Y | +388.4% | +228.5% | +159.9% | +69.6% |
| All | +541.5% | +306.8% | +234.7% | +107.7% |
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