+261.5%
RF vs SYF
+218.0%
+43.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.7% |
| 7D | -0.1% | -4.7% | +4.5% | +3.1% |
| 30D | +7.0% | +0.6% | +6.5% | +6.5% |
| 3M | -7.0% | -6.8% | -0.2% | -2.9% |
| 6M | +6.8% | +0.5% | +6.2% | +5.0% |
| YTD | +9.9% | -11.1% | +21.1% | +16.1% |
| 1Y | +21.1% | +1.3% | +19.8% | +17.0% |
| 3Y | +119.6% | +164.6% | -45.0% | +5.3% |
| 5Y | +46.2% | +65.2% | -19.0% | -6.9% |
| 10Y | +261.5% | +204.6% | +56.9% | +31.7% |
| All | +261.5% | +218.0% | +43.6% | +31.7% |
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