+217.9%
SYF vs ROKU
+884.7%
-666.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +2.4% | -1.3% | +3.7% | +2.6% |
| 30D | +0.8% | +5.9% | -5.0% | 0.0% |
| 3M | +13.4% | +23.9% | -10.5% | +9.8% |
| 6M | +16.3% | +59.6% | -43.2% | +8.6% |
| YTD | -3.0% | +43.4% | -46.4% | -8.4% |
| 1Y | +5.7% | +60.2% | -54.4% | -1.9% |
| 3Y | +160.1% | +90.4% | +69.7% | +128.5% |
| 5Y | +88.5% | -54.5% | +143.1% | +76.5% |
| All | +217.9% | +884.7% | -666.8% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling