+231.7%
RF vs SYF
+189.2%
+42.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | -1.3% | -3.6% | +2.2% | +1.0% |
| 30D | +4.6% | -1.7% | +6.4% | +5.7% |
| 3M | -8.4% | -7.8% | -0.6% | -3.8% |
| 6M | +8.9% | +3.4% | +5.5% | +5.0% |
| YTD | +8.8% | -12.2% | +21.0% | +15.8% |
| 1Y | +18.9% | -1.6% | +20.5% | +17.1% |
| 3Y | +116.0% | +157.8% | -41.8% | +5.5% |
| 5Y | +46.0% | +61.9% | -15.9% | -5.6% |
| 10Y | +231.7% | +180.0% | +51.7% | +31.5% |
| All | +231.7% | +189.2% | +42.5% | +31.5% |
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