+167.2%
SYF vs RUN
-35.6%
+202.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.9% |
| 7D | +2.6% | +10.2% | -7.5% | +1.9% |
| 30D | 0.0% | -9.6% | +9.6% | +0.7% |
| 3M | +11.9% | -31.5% | +43.4% | +14.7% |
| 6M | +18.9% | -18.7% | +37.6% | +19.9% |
| YTD | -4.6% | -49.9% | +45.3% | -1.1% |
| 1Y | +6.4% | -45.5% | +51.9% | +9.3% |
| 3Y | +167.2% | -34.1% | +201.3% | +142.0% |
| All | +167.2% | -35.6% | +202.7% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling