+159.4%
SYF vs RNG
+122.1%
+37.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -1.3% | -4.1% | +2.7% | -0.6% |
| 30D | -1.1% | +8.6% | -9.7% | -2.7% |
| 3M | +7.4% | +78.0% | -70.6% | -4.7% |
| 6M | +16.2% | +67.0% | -50.8% | +3.1% |
| YTD | -6.1% | +142.4% | -148.6% | -25.0% |
| 1Y | +3.4% | +120.4% | -117.1% | -15.7% |
| All | +159.4% | +122.1% | +37.3% | +103.2% |
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