+64.4%
SYF vs ROKU
-41.8%
+106.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.7% | +3.5% | -5.2% | -2.4% |
| 30D | +3.0% | +5.1% | -2.1% | +1.9% |
| 3M | -5.8% | +7.0% | -12.8% | -7.2% |
| 6M | -1.0% | +25.4% | -26.4% | -6.2% |
| YTD | -10.1% | +48.0% | -58.1% | -18.3% |
| 1Y | +2.0% | +53.1% | -51.2% | -8.2% |
| 3Y | +164.5% | +92.7% | +71.8% | +115.5% |
| All | +64.4% | -41.8% | +106.2% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling