+92.3%
SYF vs RUN
-80.3%
+172.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.0% |
| 7D | +2.6% | +10.2% | -7.5% | +1.5% |
| 30D | 0.0% | -9.6% | +9.6% | +1.0% |
| 3M | +11.9% | -31.5% | +43.4% | +15.8% |
| 6M | +18.9% | -18.7% | +37.6% | +20.2% |
| YTD | -4.6% | -49.9% | +45.3% | +0.3% |
| 1Y | +6.4% | -45.5% | +51.9% | +10.2% |
| 3Y | +167.2% | -34.1% | +201.3% | +134.0% |
| 5Y | +92.3% | -79.4% | +171.8% | +81.4% |
| All | +92.3% | -80.3% | +172.6% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling