+262.0%
RSP vs SYF
+297.1%
-35.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +1.8% | -3.3% | +5.0% | +2.9% |
| 30D | +3.5% | -2.2% | +5.7% | +4.2% |
| 3M | +0.2% | -9.3% | +9.6% | +3.4% |
| 6M | +9.1% | +2.1% | +7.1% | +7.6% |
| YTD | +16.6% | -12.6% | +29.2% | +20.4% |
| 1Y | +17.9% | -3.4% | +21.4% | +17.5% |
| 3Y | +64.6% | +156.5% | -91.9% | +12.1% |
| 5Y | +48.4% | +59.6% | -11.2% | +15.5% |
| 10Y | +212.9% | +178.6% | +34.3% | +77.9% |
| All | +262.0% | +297.1% | -35.1% | +86.0% |
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