+66.5%
SYF vs ROP
+1.4%
+65.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +1.1% |
| 7D | -2.1% | +2.1% | -4.3% | -3.3% |
| 30D | +2.5% | +32.9% | -30.4% | -13.0% |
| 3M | -6.3% | +20.3% | -26.6% | -16.2% |
| 6M | -1.5% | +36.8% | -38.2% | -19.5% |
| YTD | -10.5% | +8.1% | -18.6% | -14.4% |
| 1Y | +1.5% | +8.3% | -6.8% | -3.0% |
| 3Y | +163.3% | -3.2% | +166.5% | +170.1% |
| All | +66.5% | +1.4% | +65.1% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling