+306.8%
SYF vs RCAT
-99.9%
+406.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.1% | -0.6% |
| 7D | -2.1% | -12.7% | +10.6% | -2.0% |
| 30D | +2.5% | -34.3% | +36.8% | +2.9% |
| 3M | -6.3% | -53.4% | +47.1% | -5.7% |
| 6M | -1.5% | -62.0% | +60.5% | -0.8% |
| YTD | -10.5% | -49.1% | +38.5% | -10.3% |
| 1Y | +1.5% | -53.1% | +54.6% | +1.8% |
| 3Y | +163.3% | +318.7% | -155.4% | +157.5% |
| 5Y | +66.8% | +48.5% | +18.2% | +63.5% |
| 10Y | +228.5% | -99.6% | +328.1% | +208.1% |
| All | +306.8% | -99.9% | +406.7% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling