+273.8%
RTX vs SYF
+219.4%
+54.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | -3.2% | -4.3% | +1.1% | -1.6% |
| 30D | +5.6% | +1.0% | +4.5% | +5.1% |
| 3M | -11.7% | -6.4% | -5.3% | -9.7% |
| 6M | +12.3% | +1.0% | +11.3% | +10.9% |
| YTD | +8.2% | -10.7% | +18.9% | +10.8% |
| 1Y | +12.6% | +1.8% | +10.8% | +9.3% |
| 3Y | +152.8% | +165.8% | -13.0% | +54.0% |
| 5Y | +140.2% | +65.9% | +74.3% | +71.8% |
| 10Y | +273.8% | +206.0% | +67.8% | +70.4% |
| All | +273.8% | +219.4% | +54.4% | +70.4% |
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