+176.3%
SYF vs RVMD
+644.5%
-468.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.4% | +1.0% | +1.4% | +2.2% |
| 30D | +0.8% | +6.4% | -5.6% | -0.4% |
| 3M | +13.4% | +34.9% | -21.5% | +6.8% |
| 6M | +16.3% | +107.6% | -91.2% | -1.2% |
| YTD | -3.0% | +163.7% | -166.7% | -23.0% |
| 1Y | +5.7% | +439.2% | -433.5% | -28.7% |
| 3Y | +160.1% | +499.2% | -339.1% | +63.6% |
| 5Y | +88.5% | +621.7% | -533.2% | +3.2% |
| All | +176.3% | +644.5% | -468.2% | +22.4% |
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