-0.4%
SYF vs RVMD
+162.9%
-163.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | -2.0% | -10.4% | +8.4% | -1.7% |
| 30D | +1.2% | -11.0% | +12.2% | +1.5% |
| 3M | -9.4% | -14.7% | +5.3% | -9.0% |
| 6M | +4.4% | +14.9% | -10.5% | +3.9% |
| YTD | -11.9% | +116.3% | -128.2% | -11.4% |
| 1Y | -0.4% | +167.6% | -168.0% | +3.9% |
| All | -0.4% | +162.9% | -163.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling