+306.8%
SYF vs ROP
+251.9%
+54.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +1.4% |
| 7D | -2.1% | +2.1% | -4.3% | -3.6% |
| 30D | +2.5% | +32.9% | -30.4% | -15.2% |
| 3M | -6.3% | +20.3% | -26.6% | -17.8% |
| 6M | -1.5% | +36.8% | -38.2% | -21.8% |
| YTD | -10.5% | +8.1% | -18.6% | -17.1% |
| 1Y | +1.5% | +8.3% | -6.8% | -6.1% |
| 3Y | +163.3% | -3.2% | +166.5% | +161.3% |
| 5Y | +66.8% | +1.7% | +65.0% | +57.8% |
| 10Y | +228.5% | +199.2% | +29.3% | +65.9% |
| All | +306.8% | +251.9% | +54.9% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling