+206.0%
SYF vs ROP
+189.6%
+16.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | -4.3% | -1.6% | -2.6% | -3.3% |
| 30D | +1.0% | +29.5% | -28.5% | -15.6% |
| 3M | -6.4% | +17.5% | -24.0% | -17.0% |
| 6M | +1.0% | +38.1% | -37.1% | -21.2% |
| YTD | -10.7% | +7.0% | -17.7% | -16.9% |
| 1Y | +1.8% | +6.5% | -4.8% | -5.0% |
| 3Y | +165.8% | -5.5% | +171.3% | +168.5% |
| 5Y | +65.9% | -0.4% | +66.3% | +58.7% |
| 10Y | +206.0% | +183.6% | +22.4% | +45.8% |
| All | +206.0% | +189.6% | +16.4% | +45.8% |
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