+63.6%
RIG vs SYF
+83.2%
-19.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | -8.2% | -1.3% | -6.9% | -7.7% |
| 30D | -0.2% | -1.1% | +0.9% | +0.1% |
| 3M | -2.7% | +7.4% | -10.1% | -7.3% |
| 6M | -7.5% | +16.2% | -23.7% | -16.2% |
| YTD | +38.3% | -6.1% | +44.4% | +38.2% |
| 1Y | +81.8% | +3.4% | +78.5% | +71.5% |
| 3Y | -30.2% | +162.9% | -193.0% | -61.0% |
| All | +63.6% | +83.2% | -19.6% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling