+297.3%
SYF vs ROK
+349.3%
-51.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -3.3% |
| 7D | -4.2% | -11.0% | +6.8% | +1.9% |
| 30D | -1.1% | -8.2% | +7.1% | +3.0% |
| 3M | -7.9% | -8.5% | +0.6% | -4.2% |
| 6M | -1.1% | -12.0% | +10.9% | +4.5% |
| YTD | -12.6% | +3.1% | -15.7% | -17.7% |
| 1Y | -2.4% | +2.9% | -5.2% | -8.0% |
| 3Y | +156.6% | +60.7% | +96.0% | +73.5% |
| 5Y | +61.9% | +29.5% | +32.4% | +22.4% |
| 10Y | +186.5% | +262.6% | -76.2% | +14.9% |
| All | +297.3% | +349.3% | -51.9% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling