+247.6%
SYF vs RJF
+429.5%
-181.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.5% |
| 7D | -5.5% | -4.2% | -1.3% | -2.1% |
| 30D | -3.9% | -3.6% | -0.3% | -0.9% |
| 3M | +8.9% | +15.6% | -6.7% | -4.2% |
| 6M | +16.2% | +17.6% | -1.4% | +0.4% |
| YTD | -8.4% | +9.2% | -17.7% | -16.3% |
| 1Y | +2.6% | +5.5% | -2.9% | -3.8% |
| 3Y | +156.4% | +70.3% | +86.0% | +60.9% |
| 5Y | +78.2% | +106.0% | -27.8% | -7.5% |
| All | +247.6% | +429.5% | -181.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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