+272.5%
RF vs SYF
+221.7%
+50.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | -0.9% | -2.1% | +1.2% | +0.5% |
| 30D | +6.0% | +2.5% | +3.5% | +4.1% |
| 3M | -8.9% | -6.3% | -2.6% | -5.2% |
| 6M | +2.3% | -1.5% | +3.8% | +2.0% |
| YTD | +7.6% | -10.5% | +18.1% | +13.1% |
| 1Y | +21.2% | +1.5% | +19.7% | +16.9% |
| 3Y | +108.5% | +163.3% | -54.7% | +0.3% |
| 5Y | +43.2% | +66.8% | -23.5% | -9.4% |
| All | +272.5% | +221.7% | +50.8% | +29.9% |
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 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