+299.1%
SYF vs RMBS
+619.1%
-320.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.2% | -1.1% |
| 7D | -3.6% | +3.0% | -6.5% | -5.0% |
| 30D | -1.7% | -15.5% | +13.8% | +1.7% |
| 3M | -7.8% | -11.5% | +3.7% | -6.7% |
| 6M | +3.4% | -36.5% | +39.9% | +11.2% |
| YTD | -12.2% | -7.1% | -5.1% | -20.5% |
| 1Y | -1.6% | -18.7% | +17.1% | -7.6% |
| 3Y | +157.8% | +36.2% | +121.6% | +82.7% |
| 5Y | +61.9% | +252.0% | -190.1% | -25.9% |
| 10Y | +180.0% | +561.2% | -381.2% | -4.2% |
| All | +299.1% | +619.1% | -320.0% | +37.0% |
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