+247.6%
SYF vs RRX
+216.7%
+30.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -1.4% |
| 7D | -5.5% | -3.7% | -1.8% | -3.5% |
| 30D | -3.9% | -9.3% | +5.4% | +1.5% |
| 3M | +8.9% | -21.8% | +30.7% | +21.1% |
| 6M | +16.2% | -22.0% | +38.2% | +25.8% |
| YTD | -8.4% | +11.9% | -20.4% | -22.8% |
| 1Y | +2.6% | +11.6% | -9.0% | -14.5% |
| 3Y | +156.4% | +2.2% | +154.2% | +109.9% |
| 5Y | +78.2% | +14.9% | +63.3% | +27.6% |
| All | +247.6% | +216.7% | +30.9% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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