+230.8%
RDW vs SYF
+155.9%
+74.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.9% |
| 7D | +0.9% | -4.9% | +5.8% | +4.9% |
| 30D | -21.3% | -4.3% | -17.0% | -18.5% |
| 3M | -37.9% | +5.5% | -43.4% | -41.9% |
| 6M | +12.3% | +17.5% | -5.2% | -4.0% |
| YTD | +39.7% | -7.8% | +47.5% | +46.2% |
| 1Y | +25.7% | +1.6% | +24.0% | +20.8% |
| 3Y | +230.8% | +154.8% | +76.0% | +71.6% |
| All | +230.8% | +155.9% | +74.9% | +71.6% |
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