+91.3%
SYF vs RACE
+93.6%
-2.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | +2.4% | -2.5% | +4.9% | +3.5% |
| 30D | +0.8% | +0.8% | +0.1% | +0.4% |
| 3M | +13.4% | +17.2% | -3.8% | +5.9% |
| 6M | +16.3% | +13.6% | +2.8% | +9.6% |
| YTD | -3.0% | +12.2% | -15.2% | -8.6% |
| 1Y | +5.7% | -16.3% | +22.0% | +12.1% |
| 3Y | +160.1% | +36.4% | +123.7% | +100.4% |
| All | +91.3% | +93.6% | -2.2% | +13.6% |
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