+303.9%
SYF vs ROP
+248.3%
+55.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | -4.7% | -1.6% | -3.0% | -3.8% |
| 30D | +0.6% | +29.5% | -29.0% | -15.4% |
| 3M | -6.8% | +17.5% | -24.4% | -17.0% |
| 6M | +0.5% | +38.1% | -37.5% | -20.7% |
| YTD | -11.1% | +7.0% | -18.1% | -17.1% |
| 1Y | +1.3% | +6.5% | -5.2% | -5.3% |
| 3Y | +164.6% | -5.5% | +170.1% | +166.9% |
| 5Y | +65.2% | -0.4% | +65.6% | +58.5% |
| 10Y | +204.6% | +183.6% | +21.0% | +58.0% |
| All | +303.9% | +248.3% | +55.7% | +91.9% |
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 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