+262.7%
SYF vs RIO
+605.0%
-342.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.3% | +1.0% | -2.3% | -1.8% |
| 30D | -1.1% | +4.0% | -5.1% | -3.2% |
| 3M | +7.4% | +4.5% | +2.9% | +4.5% |
| 6M | +16.2% | +17.3% | -1.1% | +5.4% |
| YTD | -6.1% | +36.2% | -42.3% | -22.3% |
| 1Y | +3.4% | +76.1% | -72.8% | -25.9% |
| 3Y | +162.9% | +102.5% | +60.3% | +70.2% |
| 5Y | +85.6% | +103.5% | -17.9% | +14.4% |
| 10Y | +262.7% | +619.2% | -356.4% | +23.9% |
| All | +262.7% | +605.0% | -342.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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