-3.4%
SYF vs ROK
+4.1%
-7.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -3.3% | +6.1% | -9.3% | -5.2% |
| 30D | -2.2% | -6.5% | +4.3% | -0.6% |
| 3M | -9.3% | -10.2% | +0.8% | -6.5% |
| 6M | +2.1% | -10.6% | +12.7% | +4.4% |
| YTD | -12.6% | +4.9% | -17.5% | -19.1% |
| 1Y | -3.4% | +3.8% | -7.3% | -9.9% |
| All | -3.4% | +4.1% | -7.5% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling