+163.3%
SYF vs RRC
+36.3%
+127.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | -2.1% | -10.8% | +8.7% | +0.3% |
| 30D | +2.5% | +22.3% | -19.8% | -2.8% |
| 3M | -6.3% | +26.6% | -32.9% | -12.1% |
| 6M | -1.5% | +18.9% | -20.4% | -6.4% |
| YTD | -10.5% | +39.2% | -49.7% | -20.4% |
| 1Y | +1.5% | +34.0% | -32.4% | -8.9% |
| 3Y | +163.3% | +42.0% | +121.3% | +127.3% |
| All | +163.3% | +36.3% | +127.0% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling