+150.9%
SYF vs RVMD
+510.7%
-359.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | -2.0% | -10.4% | +8.4% | -0.1% |
| 30D | +1.2% | -11.0% | +12.2% | +2.9% |
| 3M | -9.4% | -14.7% | +5.3% | -7.3% |
| 6M | +4.4% | +14.9% | -10.5% | +0.5% |
| YTD | -11.9% | +116.3% | -128.2% | -27.9% |
| 1Y | -0.4% | +167.6% | -168.0% | -22.2% |
| 3Y | +159.6% | +776.8% | -617.2% | +53.5% |
| 5Y | +60.9% | +424.8% | -363.9% | -5.3% |
| All | +150.9% | +510.7% | -359.9% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling