-0.4%
SYF vs RMBS
-18.4%
+18.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.0% |
| 7D | -2.0% | +10.3% | -12.4% | -2.7% |
| 30D | +1.2% | -10.7% | +11.9% | +1.8% |
| 3M | -9.4% | -17.2% | +7.8% | -8.5% |
| 6M | +4.4% | -39.0% | +43.4% | +6.7% |
| YTD | -11.9% | -10.5% | -1.4% | -17.5% |
| 1Y | -0.4% | -11.0% | +10.6% | -6.9% |
| All | -0.4% | -18.4% | +18.0% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling