+262.7%
SYF vs ROP
+132.1%
+130.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.7% |
| 7D | -1.3% | -6.1% | +4.8% | +2.9% |
| 30D | -1.1% | -3.4% | +2.3% | +0.9% |
| 3M | +7.4% | +16.7% | -9.3% | -5.0% |
| 6M | +16.2% | +8.1% | +8.1% | +7.8% |
| YTD | -6.1% | -11.7% | +5.6% | +0.3% |
| 1Y | +3.4% | -24.2% | +27.6% | +23.2% |
| 3Y | +162.9% | -19.0% | +181.8% | +195.7% |
| 5Y | +85.6% | -15.9% | +101.4% | +99.8% |
| 10Y | +262.7% | +135.7% | +127.1% | +102.7% |
| All | +262.7% | +132.1% | +130.6% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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