+340.9%
SYF vs RRX
+178.6%
+162.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.4% | +3.4% | -1.1% | +0.5% |
| 30D | +0.8% | -11.1% | +12.0% | +7.4% |
| 3M | +13.4% | -23.7% | +37.1% | +27.5% |
| 6M | +16.3% | -22.0% | +38.3% | +25.6% |
| YTD | -3.0% | +16.5% | -19.5% | -19.3% |
| 1Y | +5.7% | +11.5% | -5.8% | -10.7% |
| 3Y | +160.1% | +1.5% | +158.6% | +117.6% |
| 5Y | +88.5% | +18.3% | +70.2% | +36.8% |
| 10Y | +263.1% | +209.8% | +53.3% | +42.1% |
| All | +340.9% | +178.6% | +162.3% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling