+202.3%
SYF vs ROKU
+880.6%
-678.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -4.9% | -0.4% | -4.5% | -4.9% |
| 30D | -4.3% | +2.1% | -6.4% | -4.6% |
| 3M | +5.5% | +29.5% | -24.0% | +1.5% |
| 6M | +17.5% | +53.8% | -36.3% | +10.2% |
| YTD | -7.8% | +42.8% | -50.6% | -12.8% |
| 1Y | +1.6% | +60.7% | -59.1% | -5.7% |
| 3Y | +154.8% | +83.9% | +70.9% | +124.8% |
| 5Y | +79.5% | -52.8% | +132.3% | +67.6% |
| All | +202.3% | +880.6% | -678.3% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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