+61.0%
SYF vs RBA
+45.7%
+15.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -2.0% | +1.7% | -3.8% | -2.6% |
| 30D | +1.2% | +8.3% | -7.1% | -1.5% |
| 3M | -9.4% | +10.5% | -19.9% | -12.5% |
| 6M | +4.4% | -5.9% | +10.3% | +5.3% |
| YTD | -11.9% | -6.9% | -5.1% | -11.3% |
| 1Y | -0.4% | -4.9% | +4.4% | -0.4% |
| 3Y | +159.6% | +64.5% | +95.1% | +125.8% |
| All | +61.0% | +45.7% | +15.3% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling