+180.0%
SYF vs RBA
+209.3%
-29.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -3.6% | +0.6% | -4.2% | -3.8% |
| 30D | -1.7% | +9.0% | -10.7% | -5.4% |
| 3M | -7.8% | +7.2% | -15.0% | -10.9% |
| 6M | +3.4% | -7.8% | +11.1% | +5.3% |
| YTD | -12.2% | -6.4% | -5.8% | -11.7% |
| 1Y | -1.6% | -4.2% | +2.6% | -2.0% |
| 3Y | +157.8% | +64.1% | +93.7% | +103.3% |
| 5Y | +61.9% | +48.4% | +13.5% | +28.3% |
| 10Y | +180.0% | +209.9% | -29.9% | +32.6% |
| All | +180.0% | +209.3% | -29.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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