+204.6%
SYF vs RBA
+236.6%
-32.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.7% |
| 7D | -4.7% | +2.5% | -7.2% | -5.7% |
| 30D | +0.6% | +11.6% | -11.0% | -4.1% |
| 3M | -6.8% | +1.5% | -8.3% | -7.9% |
| 6M | +0.5% | -6.6% | +7.2% | +1.9% |
| YTD | -11.1% | -6.3% | -4.9% | -10.7% |
| 1Y | +1.3% | -4.0% | +5.2% | +0.8% |
| 3Y | +164.6% | +47.3% | +117.4% | +117.4% |
| 5Y | +65.2% | +47.7% | +17.5% | +31.1% |
| 10Y | +204.6% | +224.7% | -20.1% | +41.7% |
| All | +204.6% | +236.6% | -32.0% | +41.7% |
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