+275.2%
RTX vs SYF
+259.8%
+15.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -3.1% | +2.6% | -5.7% | -4.1% |
| 30D | -10.6% | 0.0% | -10.6% | -10.7% |
| 3M | +11.6% | +11.9% | -0.3% | +6.4% |
| 6M | -4.5% | +18.9% | -23.4% | -11.2% |
| YTD | +9.6% | -4.6% | +14.2% | +9.6% |
| 1Y | +30.8% | +6.4% | +24.5% | +25.0% |
| 3Y | +152.8% | +167.2% | -14.3% | +54.0% |
| 5Y | +167.1% | +92.3% | +74.8% | +78.3% |
| 10Y | +275.2% | +263.2% | +12.0% | +57.7% |
| All | +275.2% | +259.8% | +15.4% | +57.7% |
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