+170.6%
SYF vs RMBS
+534.0%
-363.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.8% |
| 7D | -2.0% | +10.3% | -12.4% | -5.0% |
| 30D | +1.2% | -10.7% | +11.9% | +3.3% |
| 3M | -9.4% | -17.2% | +7.8% | -6.4% |
| 6M | +4.4% | -39.0% | +43.4% | +14.1% |
| YTD | -11.9% | -10.5% | -1.4% | -20.6% |
| 1Y | -0.4% | -11.0% | +10.6% | -10.6% |
| 3Y | +159.6% | +31.3% | +128.2% | +76.0% |
| 5Y | +60.9% | +242.8% | -181.9% | -38.4% |
| All | +170.6% | +534.0% | -363.4% | -30.9% |
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