+61.9%
SYF vs RACE
+69.7%
-7.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -4.2% | +0.2% | -4.4% | -4.4% |
| 30D | -1.1% | +6.6% | -7.7% | -3.8% |
| 3M | -7.9% | +2.2% | -10.1% | -9.0% |
| 6M | -1.1% | +22.4% | -23.5% | -9.8% |
| YTD | -12.6% | +13.8% | -26.4% | -18.3% |
| 1Y | -2.4% | +2.2% | -4.6% | -4.6% |
| 3Y | +156.6% | +25.6% | +131.0% | +108.2% |
| 5Y | +61.9% | +71.0% | -9.1% | -3.8% |
| All | +61.9% | +69.7% | -7.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling