-87.9%
RIVN vs SYF
+64.4%
-152.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.7% | -5.3% |
| 7D | -10.5% | -2.0% | -8.5% | -9.5% |
| 30D | -5.9% | +1.2% | -7.1% | -6.8% |
| 3M | -23.0% | -9.4% | -13.6% | -18.8% |
| 6M | -14.6% | +4.4% | -19.1% | -17.7% |
| YTD | -38.2% | -11.9% | -26.3% | -34.7% |
| 1Y | -25.7% | -0.4% | -25.3% | -27.3% |
| 3Y | -24.8% | +159.6% | -184.3% | -65.0% |
| 5Y | -90.6% | +60.9% | -151.5% | -93.9% |
| All | -87.9% | +64.4% | -152.3% | -92.2% |
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