+340.9%
SYF vs RBA
+333.9%
+7.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | -2.9% | +5.3% | +3.5% |
| 30D | +0.8% | -12.3% | +13.1% | +5.6% |
| 3M | +13.4% | -20.5% | +33.9% | +22.3% |
| 6M | +16.3% | -18.5% | +34.9% | +24.1% |
| YTD | -3.0% | -18.2% | +15.2% | +2.9% |
| 1Y | +5.7% | -27.5% | +33.2% | +17.3% |
| 3Y | +160.1% | +38.1% | +122.0% | +124.7% |
| 5Y | +88.5% | +44.8% | +43.7% | +54.2% |
| 10Y | +263.1% | +187.1% | +75.9% | +112.1% |
| All | +340.9% | +333.9% | +7.0% | +135.9% |
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