+167.2%
SYF vs ROK
+48.7%
+118.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | +2.6% | +2.8% | -0.2% | +1.1% |
| 30D | 0.0% | -2.4% | +2.4% | +1.3% |
| 3M | +11.9% | -4.7% | +16.6% | +14.0% |
| 6M | +18.9% | +16.8% | +2.2% | +7.2% |
| YTD | -4.6% | +11.4% | -16.0% | -12.0% |
| 1Y | +6.4% | +26.2% | -19.8% | -9.0% |
| 3Y | +167.2% | +51.9% | +115.3% | +92.1% |
| All | +167.2% | +48.7% | +118.5% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling