+85.6%
SYF vs ROKU
-54.3%
+139.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | -1.1% | +0.7% | -1.8% | -1.2% |
| 3M | +7.4% | +26.5% | -19.1% | +1.7% |
| 6M | +16.2% | +52.6% | -36.4% | +5.4% |
| YTD | -6.1% | +40.9% | -47.1% | -13.7% |
| 1Y | +3.4% | +57.6% | -54.3% | -7.6% |
| 3Y | +162.9% | +83.2% | +79.7% | +115.2% |
| 5Y | +85.6% | -54.8% | +140.4% | +63.5% |
| All | +85.6% | -54.3% | +139.9% | +63.5% |
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