+215.6%
RSP vs SYF
+218.0%
-2.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.4% | -4.7% | +5.1% | +2.1% |
| 30D | +3.7% | +0.6% | +3.1% | +3.4% |
| 3M | +0.8% | -6.8% | +7.6% | +3.0% |
| 6M | +9.1% | +0.5% | +8.5% | +8.1% |
| YTD | +16.7% | -11.1% | +27.9% | +19.8% |
| 1Y | +19.7% | +1.3% | +18.4% | +17.3% |
| 3Y | +66.7% | +164.6% | -97.9% | +11.5% |
| 5Y | +48.7% | +65.2% | -16.5% | +13.9% |
| 10Y | +215.6% | +204.6% | +11.0% | +77.7% |
| All | +215.6% | +218.0% | -2.4% | +77.7% |
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