+4.7%
ROL vs SYF
+159.4%
-154.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.5% |
| 7D | +3.0% | -2.0% | +5.0% | +3.1% |
| 30D | +19.8% | +1.2% | +18.6% | +19.7% |
| 3M | +7.9% | -9.4% | +17.3% | +8.3% |
| 6M | -25.6% | +4.4% | -30.1% | -25.9% |
| YTD | -34.1% | -11.9% | -22.2% | -34.0% |
| 1Y | -31.4% | -0.4% | -31.0% | -31.6% |
| 3Y | +4.7% | +159.6% | -154.9% | +1.9% |
| All | +4.7% | +159.4% | -154.7% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling