+148.8%
SYF vs RVMD
+525.1%
-376.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -3.3% | -0.7% | -2.5% | -3.3% |
| 30D | -2.2% | -6.4% | +4.2% | -1.5% |
| 3M | -9.3% | -14.1% | +4.7% | -7.4% |
| 6M | +2.1% | +21.0% | -19.0% | -2.7% |
| YTD | -12.6% | +121.4% | -134.0% | -28.8% |
| 1Y | -3.4% | +167.9% | -171.3% | -24.6% |
| 3Y | +156.5% | +794.7% | -638.2% | +51.1% |
| 5Y | +59.6% | +437.2% | -377.6% | -6.5% |
| All | +148.8% | +525.1% | -376.3% | +13.2% |
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