+306.8%
SYF vs RGEN
+681.8%
-375.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | -2.1% | -1.9% | -0.2% | -1.9% |
| 30D | +2.5% | +3.7% | -1.2% | +1.7% |
| 3M | -6.3% | +8.8% | -15.1% | -8.2% |
| 6M | -1.5% | +38.0% | -39.4% | -7.7% |
| YTD | -10.5% | +5.9% | -16.4% | -12.7% |
| 1Y | +1.5% | +19.7% | -18.2% | -3.0% |
| 3Y | +163.3% | +20.5% | +142.7% | +144.6% |
| 5Y | +66.8% | -35.0% | +101.7% | +63.0% |
| 10Y | +228.5% | +540.9% | -312.4% | +122.3% |
| All | +306.8% | +681.8% | -375.0% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling