+168.4%
SYF vs RCAT
-99.8%
+268.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | -0.4% |
| 7D | -3.3% | +15.6% | -18.8% | -3.4% |
| 30D | -2.2% | -24.1% | +21.9% | -2.0% |
| 3M | -9.3% | -61.9% | +52.5% | -8.5% |
| 6M | +2.1% | -64.3% | +66.4% | +2.9% |
| YTD | -12.6% | -50.4% | +37.7% | -12.4% |
| 1Y | -3.4% | -54.0% | +50.6% | -3.2% |
| 3Y | +156.5% | +347.2% | -190.7% | +150.5% |
| 5Y | +59.6% | +45.7% | +13.8% | +56.4% |
| All | +168.4% | -99.8% | +268.2% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling