+6.4%
SYF vs RBA
-28.4%
+34.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.1% |
| 7D | +2.6% | -1.1% | +3.7% | +2.9% |
| 30D | 0.0% | -13.2% | +13.3% | +4.0% |
| 3M | +11.9% | -21.4% | +33.3% | +18.5% |
| 6M | +18.9% | -20.9% | +39.8% | +25.3% |
| YTD | -4.6% | -19.9% | +15.3% | -1.5% |
| 1Y | +6.4% | -28.7% | +35.0% | +14.2% |
| All | +6.4% | -28.4% | +34.8% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling