+300.4%
SYF vs RJF
+481.5%
-181.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | -2.0% | +3.6% | -5.6% | -4.8% |
| 30D | +1.2% | +7.2% | -6.0% | -4.6% |
| 3M | -9.4% | -6.5% | -2.9% | -4.9% |
| 6M | +4.4% | +10.3% | -5.9% | -4.4% |
| YTD | -11.9% | +6.5% | -18.4% | -17.7% |
| 1Y | -0.4% | +6.1% | -6.5% | -6.8% |
| 3Y | +159.6% | +74.9% | +84.7% | +65.1% |
| 5Y | +60.9% | +81.3% | -20.4% | -2.6% |
| 10Y | +180.9% | +332.3% | -151.4% | -8.0% |
| All | +300.4% | +481.5% | -181.1% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling