+188.2%
SYF vs RACE
+658.9%
-470.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.2% |
| 7D | -2.1% | +5.1% | -7.2% | -4.5% |
| 30D | +2.5% | +7.7% | -5.2% | -1.1% |
| 3M | -6.3% | +2.2% | -8.4% | -7.6% |
| 6M | -1.5% | +23.8% | -25.2% | -11.4% |
| YTD | -10.5% | +13.9% | -24.4% | -17.1% |
| 1Y | +1.5% | +3.8% | -2.3% | -2.0% |
| 3Y | +163.3% | +28.0% | +135.2% | +116.3% |
| 5Y | +66.8% | +64.9% | +1.8% | +17.2% |
| 10Y | +228.5% | +780.4% | -551.9% | +22.4% |
| All | +188.2% | +658.9% | -470.6% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling