+262.7%
SYF vs RUN
+43.6%
+219.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +2.9% | -1.0% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | -1.1% | -10.8% | +9.8% | +0.4% |
| 3M | +7.4% | -30.2% | +37.6% | +12.3% |
| 6M | +16.2% | -22.3% | +38.5% | +18.6% |
| YTD | -6.1% | -52.2% | +46.0% | +1.1% |
| 1Y | +3.4% | -45.1% | +48.5% | +8.0% |
| 3Y | +162.9% | -37.1% | +199.9% | +122.1% |
| 5Y | +85.6% | -80.3% | +165.9% | +77.2% |
| 10Y | +262.7% | +45.2% | +217.5% | +82.7% |
| All | +262.7% | +43.6% | +219.2% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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