+340.9%
SYF vs RNG
+389.9%
-49.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.7% |
| 7D | +2.4% | +5.8% | -3.4% | +1.4% |
| 30D | +0.8% | +19.6% | -18.8% | -2.3% |
| 3M | +13.4% | +67.0% | -53.6% | +3.0% |
| 6M | +16.3% | +88.4% | -72.0% | +2.3% |
| YTD | -3.0% | +155.5% | -158.5% | -20.2% |
| 1Y | +5.7% | +141.7% | -136.0% | -12.4% |
| 3Y | +160.1% | +131.1% | +29.0% | +111.2% |
| 5Y | +88.5% | -70.6% | +159.1% | +87.3% |
| 10Y | +263.1% | +228.2% | +34.9% | +120.5% |
| All | +340.9% | +389.9% | -49.0% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling