+180.1%
SYF vs ROIV
+232.7%
-52.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | +0.8% | +1.0% | -0.1% | +0.7% |
| 3M | +13.4% | +18.3% | -4.9% | +11.3% |
| 6M | +16.3% | +18.3% | -2.0% | +14.0% |
| YTD | -3.0% | +61.0% | -64.0% | -8.1% |
| 1Y | +5.7% | +177.9% | -172.2% | -5.5% |
| 3Y | +160.1% | +199.1% | -38.9% | +128.4% |
| 5Y | +88.5% | +250.7% | -162.2% | +51.0% |
| All | +180.1% | +232.7% | -52.6% | +125.0% |
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 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