+299.1%
SYF vs RMD
+442.8%
-143.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | -0.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.3% |
| 30D | -1.7% | +1.7% | -3.4% | -2.5% |
| 3M | -7.8% | +6.4% | -14.2% | -10.1% |
| 6M | +3.4% | +20.7% | -17.3% | -3.8% |
| YTD | -12.2% | -0.2% | -12.0% | -13.1% |
| 1Y | -1.6% | -4.5% | +2.9% | -1.2% |
| 3Y | +157.8% | +70.5% | +87.2% | +104.3% |
| 5Y | +61.9% | -1.6% | +63.5% | +53.0% |
| 10Y | +180.0% | +342.7% | -162.7% | +59.0% |
| All | +299.1% | +442.8% | -143.7% | +113.0% |
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