+4.4%
RDW vs SYF
+127.1%
-122.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +3.2% |
| 7D | +4.8% | -5.5% | +10.3% | +8.8% |
| 30D | -19.5% | -3.9% | -15.7% | -17.4% |
| 3M | -26.9% | +8.9% | -35.8% | -32.0% |
| 6M | +17.8% | +16.2% | +1.6% | +5.1% |
| YTD | +43.0% | -8.4% | +51.5% | +49.3% |
| 1Y | +32.1% | +2.6% | +29.5% | +28.0% |
| 3Y | +250.6% | +156.4% | +94.3% | +103.4% |
| 5Y | -6.6% | +78.2% | -84.8% | -42.3% |
| All | +4.4% | +127.1% | -122.7% | -37.9% |
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