+167.2%
SYF vs RIO
+104.4%
+62.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | +2.6% | +1.9% | +0.7% | +1.9% |
| 30D | 0.0% | +5.0% | -4.9% | -1.7% |
| 3M | +11.9% | +5.1% | +6.8% | +9.8% |
| 6M | +18.9% | +17.6% | +1.3% | +11.4% |
| YTD | -4.6% | +36.3% | -40.9% | -16.5% |
| 1Y | +6.4% | +71.2% | -64.8% | -15.8% |
| 3Y | +167.2% | +102.7% | +64.5% | +91.0% |
| All | +167.2% | +104.4% | +62.7% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling