+56.0%
RIG vs SYF
+61.4%
-5.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +4.3% | -3.3% | +7.6% | +5.8% |
| 30D | -5.8% | -2.2% | -3.7% | -5.1% |
| 3M | -6.7% | -9.3% | +2.7% | -3.1% |
| 6M | -18.7% | +2.1% | -20.7% | -21.1% |
| YTD | +28.8% | -12.6% | +41.5% | +32.5% |
| 1Y | +28.8% | -3.4% | +32.3% | +25.4% |
| 3Y | -20.0% | +156.5% | -176.5% | -54.2% |
| 5Y | +56.0% | +59.6% | -3.6% | +16.1% |
| All | +56.0% | +61.4% | -5.4% | +16.1% |
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 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