+254.4%
RSP vs SYF
+306.8%
-52.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -1.0% | -2.1% | +1.1% | -0.3% |
| 30D | +2.6% | +2.5% | +0.1% | +1.7% |
| 3M | -0.8% | -6.3% | +5.5% | +1.2% |
| 6M | +6.3% | -1.5% | +7.7% | +6.0% |
| YTD | +14.1% | -10.5% | +24.6% | +16.9% |
| 1Y | +18.0% | +1.5% | +16.5% | +15.6% |
| 3Y | +61.0% | +163.3% | -102.2% | +8.7% |
| 5Y | +45.6% | +66.8% | -21.2% | +11.6% |
| 10Y | +220.2% | +228.5% | -8.3% | +73.0% |
| All | +254.4% | +306.8% | -52.4% | +80.6% |
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