+159.6%
SYF vs ROP
-5.1%
+164.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.3% |
| 30D | +1.2% | +28.8% | -27.6% | -10.0% |
| 3M | -9.4% | +21.1% | -30.4% | -17.3% |
| 6M | +4.4% | +52.5% | -48.1% | -17.1% |
| YTD | -11.9% | +8.9% | -20.8% | -13.1% |
| 1Y | -0.4% | +8.2% | -8.6% | -1.3% |
| 3Y | +159.6% | -5.2% | +164.7% | +180.7% |
| All | +159.6% | -5.1% | +164.7% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling