+158.7%
SYF vs RUN
-2.6%
+161.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.2% |
| 7D | -3.6% | +3.2% | -6.8% | -3.9% |
| 30D | -1.7% | +19.5% | -21.2% | -3.1% |
| 3M | -7.8% | -9.6% | +1.8% | -7.5% |
| 6M | +3.4% | -37.3% | +40.7% | +5.9% |
| YTD | -12.2% | -50.7% | +38.5% | -9.4% |
| 1Y | -1.6% | -54.1% | +52.5% | +1.9% |
| All | +158.7% | -2.6% | +161.3% | +119.8% |
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