+54.2%
RGTI vs SYF
+112.3%
-58.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.1% |
| 7D | +0.5% | -4.9% | +5.4% | +4.5% |
| 30D | -17.1% | -4.3% | -12.8% | -13.9% |
| 3M | -26.0% | +5.5% | -31.5% | -29.6% |
| 6M | -9.9% | +17.5% | -27.4% | -21.1% |
| YTD | -31.1% | -7.8% | -23.3% | -27.4% |
| 1Y | -8.5% | +1.6% | -10.1% | -10.5% |
| 3Y | +652.2% | +154.8% | +497.4% | +285.2% |
| 5Y | +56.8% | +79.5% | -22.7% | -15.6% |
| All | +54.2% | +112.3% | -58.0% | -17.1% |
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