+340.9%
SYF vs RSG
+629.3%
-288.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.8% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | +0.8% | +7.6% | -6.7% | -4.4% |
| 3M | +13.4% | +7.4% | +6.0% | +6.8% |
| 6M | +16.3% | -3.3% | +19.6% | +17.6% |
| YTD | -3.0% | +6.0% | -9.0% | -8.9% |
| 1Y | +5.7% | -3.7% | +9.4% | +6.4% |
| 3Y | +160.1% | +59.1% | +101.0% | +67.7% |
| 5Y | +88.5% | +89.0% | -0.5% | -0.2% |
| 10Y | +263.1% | +412.5% | -149.4% | -8.1% |
| All | +340.9% | +629.3% | -288.4% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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