-24.1%
RKT vs SYF
+257.3%
-281.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.8% |
| 7D | -7.5% | -3.3% | -4.2% | -6.1% |
| 30D | +26.6% | -2.2% | +28.8% | +27.8% |
| 3M | -2.4% | -9.3% | +6.9% | +1.8% |
| 6M | -7.4% | +2.1% | -9.4% | -7.8% |
| YTD | -29.2% | -12.6% | -16.5% | -25.2% |
| 1Y | -23.5% | -3.4% | -20.1% | -22.2% |
| 3Y | +73.9% | +156.5% | -82.6% | +12.8% |
| 5Y | -6.6% | +59.6% | -66.2% | -32.8% |
| All | -24.1% | +257.3% | -281.5% | -54.7% |
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