+38.2%
RIG vs SYF
-1.7%
+39.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +4.3% |
| 7D | +5.7% | -2.0% | +7.7% | +5.4% |
| 30D | -0.7% | +1.2% | -1.9% | -0.5% |
| 3M | -3.1% | -9.4% | +6.2% | -4.7% |
| 6M | -16.3% | +4.4% | -20.7% | -15.8% |
| YTD | +34.1% | -11.9% | +46.1% | +33.8% |
| 1Y | +38.2% | -0.4% | +38.6% | +39.6% |
| All | +38.2% | -1.7% | +39.8% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling