+340.9%
SYF vs RIO
+330.2%
+10.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +0.8% | +4.0% | -3.1% | -1.0% |
| 3M | +13.4% | +0.1% | +13.3% | +12.9% |
| 6M | +16.3% | +12.7% | +3.6% | +9.3% |
| YTD | -3.0% | +35.6% | -38.6% | -16.7% |
| 1Y | +5.7% | +73.7% | -68.0% | -19.0% |
| 3Y | +160.1% | +93.3% | +66.8% | +87.1% |
| 5Y | +88.5% | +92.4% | -3.9% | +32.0% |
| 10Y | +263.1% | +606.9% | -343.9% | +68.3% |
| All | +340.9% | +330.2% | +10.7% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling