+153.6%
SYF vs ROIV
+298.6%
-145.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -3.6% | +9.5% | -13.0% | -4.5% |
| 30D | -1.7% | +21.0% | -22.7% | -3.7% |
| 3M | -7.8% | +18.7% | -26.5% | -9.7% |
| 6M | +3.4% | +44.5% | -41.1% | -1.0% |
| YTD | -12.2% | +92.9% | -105.1% | -18.6% |
| 1Y | -1.6% | +100.2% | -101.8% | -9.2% |
| 3Y | +157.8% | +375.0% | -217.3% | +118.5% |
| 5Y | +61.9% | +435.2% | -373.3% | +23.1% |
| All | +153.6% | +298.6% | -145.0% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling