-16.0%
RKT vs SYF
+263.4%
-279.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +10.3% | -4.7% | +15.0% | +12.6% |
| 30D | +32.3% | +0.6% | +31.7% | +31.9% |
| 3M | +10.7% | -6.8% | +17.5% | +14.1% |
| 6M | -3.2% | +0.5% | -3.7% | -3.1% |
| YTD | -21.5% | -11.1% | -10.4% | -17.8% |
| 1Y | -6.0% | +1.3% | -7.3% | -6.3% |
| 3Y | +104.2% | +164.6% | -60.4% | +30.7% |
| 5Y | +2.5% | +65.2% | -62.7% | -26.9% |
| All | -16.0% | +263.4% | -279.4% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling