+175.5%
SYF vs ROIV
+295.0%
-119.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.8% | -20.4% | -3.5% |
| 7D | +2.6% | +20.2% | -17.6% | +0.5% |
| 30D | 0.0% | +14.1% | -14.1% | -1.5% |
| 3M | +11.9% | +45.6% | -33.7% | +7.3% |
| 6M | +18.9% | +44.1% | -25.2% | +14.0% |
| YTD | -4.6% | +91.2% | -95.7% | -11.4% |
| 1Y | +6.4% | +221.3% | -214.9% | -6.4% |
| 3Y | +167.2% | +229.2% | -62.0% | +131.3% |
| 5Y | +92.3% | +316.5% | -224.1% | +51.1% |
| All | +175.5% | +295.0% | -119.5% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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