+340.9%
SYF vs RMBS
+620.0%
-279.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | +0.8% | -12.2% | +13.0% | +4.3% |
| 3M | +13.4% | -49.5% | +62.9% | +34.5% |
| 6M | +16.3% | -7.1% | +23.5% | +9.8% |
| YTD | -3.0% | -7.0% | +4.0% | -10.5% |
| 1Y | +5.7% | +13.3% | -7.6% | -11.6% |
| 3Y | +160.1% | +49.2% | +110.9% | +80.0% |
| 5Y | +88.5% | +250.0% | -161.4% | -11.8% |
| 10Y | +263.1% | +495.1% | -232.1% | +28.2% |
| All | +340.9% | +620.0% | -279.1% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling