-3.4%
SYF vs RRC
+35.0%
-38.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.6% |
| 7D | -3.3% | +2.5% | -5.8% | -3.0% |
| 30D | -2.2% | +21.1% | -23.3% | 0.0% |
| 3M | -9.3% | +28.4% | -37.7% | -6.4% |
| 6M | +2.1% | +26.5% | -24.4% | +5.5% |
| YTD | -12.6% | +47.0% | -59.7% | -9.8% |
| 1Y | -3.4% | +35.2% | -38.6% | 0.0% |
| All | -3.4% | +35.0% | -38.5% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling