+92.3%
SYF vs RPRX
+74.2%
+18.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.6% | +0.1% |
| 7D | +2.6% | -2.8% | +5.4% | +3.5% |
| 30D | 0.0% | +7.2% | -7.1% | -2.3% |
| 3M | +11.9% | +10.9% | +1.0% | +7.8% |
| 6M | +18.9% | +34.6% | -15.6% | +6.8% |
| YTD | -4.6% | +59.0% | -63.5% | -19.4% |
| 1Y | +6.4% | +72.5% | -66.2% | -13.2% |
| 3Y | +167.2% | +124.1% | +43.1% | +93.9% |
| 5Y | +92.3% | +75.9% | +16.4% | +65.4% |
| All | +92.3% | +74.2% | +18.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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