+61.9%
SYF vs RPRX
+95.1%
-33.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -4.2% | +4.6% | -8.8% | -5.6% |
| 30D | -1.1% | +22.0% | -23.1% | -7.5% |
| 3M | -7.9% | +20.3% | -28.2% | -13.5% |
| 6M | -1.1% | +37.9% | -39.0% | -12.0% |
| YTD | -12.6% | +82.2% | -94.8% | -30.0% |
| 1Y | -2.4% | +83.7% | -86.1% | -22.1% |
| 3Y | +156.6% | +175.4% | -18.8% | +68.6% |
| 5Y | +61.9% | +87.7% | -25.8% | +37.4% |
| All | +61.9% | +95.1% | -33.3% | +37.4% |
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