+326.5%
RF vs SYF
+308.6%
+17.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.3% |
| 7D | -1.6% | -3.8% | +2.1% | +0.9% |
| 30D | +5.0% | +2.6% | +2.4% | +3.1% |
| 3M | -10.0% | -6.5% | -3.4% | -6.2% |
| 6M | +3.3% | +0.8% | +2.5% | +1.4% |
| YTD | +7.9% | -10.1% | +18.0% | +13.1% |
| 1Y | +21.2% | +0.8% | +20.4% | +17.6% |
| 3Y | +105.8% | +158.8% | -53.0% | +1.7% |
| 5Y | +43.7% | +67.5% | -23.8% | -8.5% |
| 10Y | +289.4% | +230.0% | +59.5% | +46.1% |
| All | +326.5% | +308.6% | +17.8% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling