+300.4%
SYF vs RIO
+245.5%
+54.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | +1.2% | -9.1% | +10.3% | +5.2% |
| 3M | -9.4% | -13.7% | +4.3% | -3.8% |
| 6M | +4.4% | -24.3% | +28.8% | +16.8% |
| YTD | -11.9% | +8.9% | -20.8% | -17.1% |
| 1Y | -0.4% | +22.7% | -23.1% | -11.2% |
| 3Y | +159.6% | +51.2% | +108.4% | +107.4% |
| 5Y | +60.9% | +88.1% | -27.2% | +13.2% |
| 10Y | +180.9% | +352.3% | -171.4% | +49.1% |
| All | +300.4% | +245.5% | +54.9% | +102.9% |
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 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