+85.6%
SYF vs RNG
-70.2%
+155.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -1.3% | -4.1% | +2.7% | -0.5% |
| 30D | -1.1% | +8.6% | -9.7% | -2.9% |
| 3M | +7.4% | +78.0% | -70.6% | -5.7% |
| 6M | +16.2% | +67.0% | -50.8% | +2.0% |
| YTD | -6.1% | +142.4% | -148.6% | -25.5% |
| 1Y | +3.4% | +120.4% | -117.1% | -16.3% |
| 3Y | +162.9% | +122.1% | +40.7% | +103.6% |
| 5Y | +85.6% | -69.8% | +155.4% | +70.4% |
| All | +85.6% | -70.2% | +155.8% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling