+170.6%
SYF vs ROK
+264.0%
-93.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.1% |
| 7D | -2.0% | +7.1% | -9.1% | -6.4% |
| 30D | +1.2% | -5.0% | +6.1% | +3.1% |
| 3M | -9.4% | -9.4% | 0.0% | -4.9% |
| 6M | +4.4% | -11.0% | +15.4% | +9.8% |
| YTD | -11.9% | +4.4% | -16.4% | -18.2% |
| 1Y | -0.4% | +7.4% | -7.8% | -9.2% |
| 3Y | +159.6% | +61.0% | +98.6% | +70.9% |
| 5Y | +60.9% | +30.4% | +30.5% | +19.1% |
| All | +170.6% | +264.0% | -93.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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