-0.4%
SYF vs ROP
+6.9%
-7.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | +1.2% | +28.8% | -27.6% | -4.7% |
| 3M | -9.4% | +21.1% | -30.4% | -13.4% |
| 6M | +4.4% | +52.5% | -48.1% | -8.3% |
| YTD | -11.9% | +8.9% | -20.8% | -6.5% |
| 1Y | -0.4% | +8.2% | -8.6% | +6.4% |
| All | -0.4% | +6.9% | -7.3% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling