+262.7%
SYF vs RRC
+4.5%
+258.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -1.3% | -1.7% | +0.4% | -1.0% |
| 30D | -1.1% | +3.6% | -4.7% | -1.8% |
| 3M | +7.4% | +8.8% | -1.4% | +5.1% |
| 6M | +16.2% | +0.8% | +15.4% | +15.1% |
| YTD | -6.1% | +19.0% | -25.1% | -10.5% |
| 1Y | +3.4% | +22.9% | -19.5% | -2.6% |
| 3Y | +162.9% | +32.3% | +130.5% | +141.4% |
| 5Y | +85.6% | +151.6% | -66.0% | +44.6% |
| 10Y | +262.7% | +5.5% | +257.2% | +156.4% |
| All | +262.7% | +4.5% | +258.2% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling