+209.8%
RF vs SYF
+176.2%
+33.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +0.4% | -3.3% | +3.6% | +2.5% |
| 30D | +5.6% | -2.2% | +7.7% | +6.9% |
| 3M | -8.9% | -9.3% | +0.5% | -3.1% |
| 6M | +7.1% | +2.1% | +5.0% | +4.2% |
| YTD | +8.3% | -12.6% | +21.0% | +15.6% |
| 1Y | +16.8% | -3.4% | +20.3% | +16.5% |
| 3Y | +115.0% | +156.5% | -41.5% | +5.5% |
| 5Y | +46.4% | +59.6% | -13.2% | -4.3% |
| All | +209.8% | +176.2% | +33.7% | +29.5% |
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