+119.5%
RF vs SYF
+159.4%
-39.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | +1.9% | -2.0% | +4.0% | +3.1% |
| 30D | +7.3% | +1.2% | +6.1% | +6.5% |
| 3M | -7.9% | -9.4% | +1.4% | -2.9% |
| 6M | +10.5% | +4.4% | +6.1% | +6.6% |
| YTD | +9.6% | -11.9% | +21.6% | +15.7% |
| 1Y | +20.3% | -0.4% | +20.7% | +17.8% |
| 3Y | +119.5% | +159.6% | -40.0% | +14.7% |
| All | +119.5% | +159.4% | -39.9% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling