+78.1%
SYF vs RBRK
+124.5%
-46.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.2% |
| 7D | -4.9% | -7.5% | +2.6% | -3.6% |
| 30D | -4.3% | -10.4% | +6.1% | -2.9% |
| 3M | +5.5% | +21.3% | -15.8% | +0.9% |
| 6M | +17.5% | +50.6% | -33.1% | +6.7% |
| YTD | -7.8% | +13.3% | -21.1% | -11.9% |
| 1Y | +1.6% | +11.2% | -9.6% | -3.5% |
| All | +78.1% | +124.5% | -46.4% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 3y: compounded portfolio wealth divided by compounded RBRK 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…
3y analysis · Full analysis span regression · 6 months rolling