-25.7%
RKT vs SYF
+283.9%
-309.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -2.1% |
| 7D | -1.0% | -1.3% | +0.4% | -0.3% |
| 30D | -2.4% | -1.1% | -1.3% | -1.9% |
| 3M | +1.9% | +7.4% | -5.5% | -1.0% |
| 6M | -13.9% | +16.2% | -30.1% | -18.6% |
| YTD | -30.6% | -6.1% | -24.5% | -28.9% |
| 1Y | -34.4% | +3.4% | -37.7% | -35.3% |
| 3Y | +38.2% | +162.9% | -124.7% | -11.2% |
| 5Y | -9.7% | +85.6% | -95.2% | -37.5% |
| All | -25.7% | +283.9% | -309.6% | -56.9% |
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