+206.0%
SYF vs RRC
+63.1%
+142.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.3% | -10.3% | +6.1% | -2.1% |
| 30D | +1.0% | +19.5% | -18.4% | -3.1% |
| 3M | -6.4% | +27.9% | -34.3% | -11.6% |
| 6M | +1.0% | +21.2% | -20.2% | -4.0% |
| YTD | -10.7% | +39.6% | -50.3% | -18.1% |
| 1Y | +1.8% | +31.3% | -29.5% | -5.7% |
| 3Y | +165.8% | +51.9% | +113.9% | +136.4% |
| 5Y | +65.9% | +110.2% | -44.2% | +33.1% |
| 10Y | +206.0% | +56.7% | +149.3% | +106.8% |
| All | +206.0% | +63.1% | +142.9% | +106.8% |
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