+180.0%
SYF vs RIO
+364.8%
-184.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -3.6% | +0.5% | -4.1% | -3.9% |
| 30D | -1.7% | -9.9% | +8.2% | +3.4% |
| 3M | -7.8% | -14.0% | +6.2% | -0.9% |
| 6M | +3.4% | -19.5% | +22.9% | +14.3% |
| YTD | -12.2% | +11.5% | -23.7% | -19.7% |
| 1Y | -1.6% | +26.9% | -28.5% | -16.2% |
| 3Y | +157.8% | +55.1% | +102.6% | +91.7% |
| 5Y | +61.9% | +90.7% | -28.8% | +1.5% |
| 10Y | +180.0% | +363.3% | -183.3% | +21.6% |
| All | +180.0% | +364.8% | -184.7% | +21.6% |
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