+356.6%
RF vs SYF
+340.9%
+15.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.3% | +2.4% | -1.1% | -0.2% |
| 30D | -3.6% | +0.8% | -4.5% | -4.3% |
| 3M | +8.1% | +13.4% | -5.3% | -1.5% |
| 6M | +11.5% | +16.3% | -4.9% | -0.3% |
| YTD | +15.6% | -3.0% | +18.6% | +15.5% |
| 1Y | +15.7% | +5.7% | +10.0% | +8.9% |
| 3Y | +86.9% | +160.1% | -73.2% | -7.8% |
| 5Y | +89.8% | +88.5% | +1.3% | +11.7% |
| 10Y | +344.7% | +263.1% | +81.6% | +57.2% |
| All | +356.6% | +340.9% | +15.7% | +56.5% |
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 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