+207.6%
RSP vs SYF
+265.7%
-58.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | +2.4% | -3.2% | -1.6% |
| 30D | -0.3% | +0.8% | -1.2% | -0.7% |
| 3M | +4.3% | +13.4% | -9.1% | -0.6% |
| 6M | +8.8% | +16.3% | -7.5% | +2.5% |
| YTD | +15.3% | -3.0% | +18.3% | +15.0% |
| 1Y | +18.3% | +5.7% | +12.6% | +14.2% |
| 3Y | +52.8% | +160.1% | -107.3% | +3.0% |
| 5Y | +51.7% | +88.5% | -36.8% | +10.8% |
| All | +207.6% | +265.7% | -58.1% | +57.9% |
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