+85.6%
SYF vs ROK
+45.0%
+40.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -1.1% | -1.8% | +0.7% | -0.1% |
| 3M | +7.4% | -7.2% | +14.6% | +11.2% |
| 6M | +16.2% | +14.2% | +2.1% | +6.2% |
| YTD | -6.1% | +10.6% | -16.7% | -13.1% |
| 1Y | +3.4% | +25.9% | -22.5% | -11.3% |
| 3Y | +162.9% | +50.8% | +112.1% | +96.5% |
| 5Y | +85.6% | +47.0% | +38.5% | +31.7% |
| All | +85.6% | +45.0% | +40.6% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling