+306.8%
SYF vs RMD
+435.5%
-128.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.1% |
| 7D | -2.1% | +2.3% | -4.5% | -3.0% |
| 30D | +2.5% | +4.1% | -1.6% | +0.9% |
| 3M | -6.3% | +5.7% | -12.0% | -8.5% |
| 6M | -1.5% | +12.9% | -14.3% | -6.2% |
| YTD | -10.5% | -1.5% | -9.0% | -11.0% |
| 1Y | +1.5% | -4.8% | +6.3% | +2.0% |
| 3Y | +163.3% | +57.5% | +105.8% | +114.6% |
| 5Y | +66.8% | -5.5% | +72.2% | +59.9% |
| 10Y | +228.5% | +357.8% | -129.3% | +85.1% |
| All | +306.8% | +435.5% | -128.7% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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