+91.3%
SYF vs RBA
+45.3%
+46.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | -2.9% | +5.3% | +3.3% |
| 30D | +0.8% | -12.3% | +13.1% | +4.9% |
| 3M | +13.4% | -20.5% | +33.9% | +20.9% |
| 6M | +16.3% | -18.5% | +34.9% | +22.8% |
| YTD | -3.0% | -18.2% | +15.2% | +1.9% |
| 1Y | +5.7% | -27.5% | +33.2% | +15.4% |
| 3Y | +160.1% | +38.1% | +122.0% | +138.1% |
| All | +91.3% | +45.3% | +46.1% | +75.6% |
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 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