+262.7%
SYF vs RGEN
+402.3%
-139.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.2% |
| 7D | -1.3% | -4.6% | +3.2% | -0.4% |
| 30D | -1.1% | +1.2% | -2.2% | -1.4% |
| 3M | +7.4% | +26.8% | -19.4% | +2.1% |
| 6M | +16.2% | +29.1% | -12.8% | +9.5% |
| YTD | -6.1% | +0.7% | -6.9% | -7.3% |
| 1Y | +3.4% | +39.1% | -35.7% | -4.6% |
| 3Y | +162.9% | +2.2% | +160.6% | +148.7% |
| 5Y | +85.6% | -44.0% | +129.6% | +85.7% |
| 10Y | +262.7% | +412.7% | -150.0% | +104.6% |
| All | +262.7% | +402.3% | -139.5% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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