+256.4%
SYF vs RMBS
+571.6%
-315.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -1.3% | +3.5% | -4.8% | -2.4% |
| 30D | -1.1% | -8.6% | +7.5% | +1.4% |
| 3M | +7.4% | -40.3% | +47.7% | +23.1% |
| 6M | +16.2% | -1.0% | +17.2% | +6.4% |
| YTD | -6.1% | -4.6% | -1.5% | -15.1% |
| 1Y | +3.4% | +17.6% | -14.2% | -16.8% |
| 3Y | +162.9% | +58.6% | +104.2% | +66.9% |
| 5Y | +85.6% | +270.9% | -185.3% | -29.1% |
| All | +256.4% | +571.6% | -315.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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