+59.6%
SYF vs RJF
+79.5%
-19.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -3.3% | +1.5% | -4.8% | -4.5% |
| 30D | -2.2% | +6.7% | -8.9% | -7.5% |
| 3M | -9.3% | -7.3% | -2.0% | -4.1% |
| 6M | +2.1% | +9.8% | -7.7% | -6.4% |
| YTD | -12.6% | +5.6% | -18.3% | -18.1% |
| 1Y | -3.4% | +2.3% | -5.7% | -7.0% |
| 3Y | +156.5% | +73.6% | +82.9% | +63.5% |
| 5Y | +59.6% | +79.9% | -20.3% | -5.1% |
| All | +59.6% | +79.5% | -19.9% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling