+340.9%
SYF vs ROP
+200.0%
+140.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +2.4% |
| 7D | +2.4% | -4.4% | +6.8% | +5.4% |
| 30D | +0.8% | +3.2% | -2.4% | -1.5% |
| 3M | +13.4% | +23.1% | -9.7% | -2.6% |
| 6M | +16.3% | +13.3% | +3.0% | +4.9% |
| YTD | -3.0% | -7.9% | +4.8% | +0.4% |
| 1Y | +5.7% | -22.1% | +27.8% | +22.7% |
| 3Y | +160.1% | -16.8% | +176.9% | +186.7% |
| 5Y | +88.5% | -13.5% | +102.0% | +99.4% |
| 10Y | +263.1% | +137.7% | +125.4% | +111.9% |
| All | +340.9% | +200.0% | +140.9% | +132.6% |
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