+280.0%
RTX vs SYF
+306.8%
-26.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -5.1% | -2.1% | -3.0% | -4.4% |
| 30D | +5.1% | +2.5% | +2.6% | +4.1% |
| 3M | -14.8% | -6.3% | -8.6% | -13.0% |
| 6M | +8.0% | -1.5% | +9.5% | +7.7% |
| YTD | +4.5% | -10.5% | +15.0% | +6.8% |
| 1Y | +9.8% | +1.5% | +8.3% | +6.9% |
| 3Y | +144.2% | +163.3% | -19.1% | +52.2% |
| 5Y | +131.4% | +66.8% | +64.7% | +66.9% |
| 10Y | +273.3% | +228.5% | +44.8% | +71.6% |
| All | +280.0% | +306.8% | -26.8% | +64.4% |
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 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