+91.3%
SYF vs ROP
-13.6%
+104.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +2.1% |
| 7D | +2.4% | -4.4% | +6.8% | +5.0% |
| 30D | +0.8% | +3.2% | -2.4% | -1.3% |
| 3M | +13.4% | +23.1% | -9.7% | -1.2% |
| 6M | +16.3% | +13.3% | +3.0% | +6.3% |
| YTD | -3.0% | -7.9% | +4.8% | +1.8% |
| 1Y | +5.7% | -22.1% | +27.8% | +24.6% |
| 3Y | +160.1% | -16.8% | +176.9% | +191.0% |
| All | +91.3% | -13.6% | +104.9% | +97.8% |
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 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