+157.4%
SYF vs RNG
+180.9%
-23.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -3.3% | +2.3% | -5.5% | -3.7% |
| 30D | -2.2% | -3.4% | +1.2% | -1.8% |
| 3M | -9.3% | +20.9% | -30.2% | -13.0% |
| 6M | +2.1% | +82.2% | -80.1% | -10.5% |
| YTD | -12.6% | +164.6% | -177.3% | -31.6% |
| 1Y | -3.4% | +177.0% | -180.5% | -25.3% |
| All | +157.4% | +180.9% | -23.4% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling