+154.4%
SYF vs ROIV
+276.5%
-122.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -2.0% | +1.7% | -3.7% | -2.2% |
| 30D | +1.2% | +17.6% | -16.4% | -0.5% |
| 3M | -9.4% | +9.0% | -18.3% | -10.5% |
| 6M | +4.4% | +35.3% | -30.9% | +0.6% |
| YTD | -11.9% | +82.2% | -94.1% | -17.9% |
| 1Y | -0.4% | +92.3% | -92.7% | -7.8% |
| 3Y | +159.6% | +336.8% | -177.2% | +121.6% |
| 5Y | +60.9% | +370.6% | -309.7% | +23.4% |
| All | +154.4% | +276.5% | -122.1% | +101.0% |
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