+299.1%
SYF vs RGEN
+677.9%
-378.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -3.6% | -3.1% | -0.4% | -3.1% |
| 30D | -1.7% | +0.1% | -1.8% | -1.9% |
| 3M | -7.8% | +4.8% | -12.6% | -9.1% |
| 6M | +3.4% | +48.9% | -45.5% | -4.5% |
| YTD | -12.2% | +5.3% | -17.5% | -14.2% |
| 1Y | -1.6% | +12.5% | -14.1% | -4.9% |
| 3Y | +157.8% | +17.0% | +140.8% | +140.6% |
| 5Y | +61.9% | -35.4% | +97.2% | +58.4% |
| 10Y | +180.0% | +434.6% | -254.6% | +93.2% |
| All | +299.1% | +677.9% | -378.8% | +162.8% |
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