+85.6%
SYF vs RJF
+106.2%
-20.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.1% |
| 7D | -1.3% | -0.3% | -1.1% | -1.1% |
| 30D | -1.1% | -2.0% | +0.9% | +0.5% |
| 3M | +7.4% | +16.3% | -8.9% | -5.4% |
| 6M | +16.2% | +16.9% | -0.7% | +1.5% |
| YTD | -6.1% | +10.4% | -16.6% | -14.7% |
| 1Y | +3.4% | +7.4% | -4.0% | -4.2% |
| 3Y | +162.9% | +72.2% | +90.6% | +68.9% |
| 5Y | +85.6% | +105.1% | -19.5% | +1.6% |
| All | +85.6% | +106.2% | -20.6% | +1.6% |
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