+297.3%
SYF vs RBA
+399.4%
-102.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -4.2% | +3.2% | -7.4% | -5.3% |
| 30D | -1.1% | +12.0% | -13.1% | -5.3% |
| 3M | -7.9% | +2.9% | -10.8% | -9.3% |
| 6M | -1.1% | -6.3% | +5.2% | 0.0% |
| YTD | -12.6% | -5.9% | -6.7% | -12.2% |
| 1Y | -2.4% | -3.9% | +1.5% | -2.7% |
| 3Y | +156.6% | +64.9% | +91.7% | +108.0% |
| 5Y | +61.9% | +48.5% | +13.4% | +31.9% |
| 10Y | +186.5% | +211.8% | -25.4% | +60.2% |
| All | +297.3% | +399.4% | -102.1% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling