+170.6%
SYF vs RNG
+234.5%
-63.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -2.0% | +4.6% | -6.6% | -2.8% |
| 30D | +1.2% | +0.4% | +0.8% | +0.9% |
| 3M | -9.4% | +11.4% | -20.8% | -11.4% |
| 6M | +4.4% | +95.7% | -91.3% | -8.4% |
| YTD | -11.9% | +162.9% | -174.8% | -28.2% |
| 1Y | -0.4% | +180.3% | -180.7% | -19.8% |
| 3Y | +159.6% | +188.3% | -28.8% | +102.9% |
| 5Y | +60.9% | -72.5% | +133.4% | +56.6% |
| All | +170.6% | +234.5% | -63.9% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling