+168.4%
SYF vs RVTY
+216.9%
-48.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -3.3% | +4.1% | -7.4% | -5.0% |
| 30D | -2.2% | +1.3% | -3.5% | -3.3% |
| 3M | -9.3% | +33.3% | -42.6% | -21.1% |
| 6M | +2.1% | +58.3% | -56.2% | -18.3% |
| YTD | -12.6% | +62.7% | -75.3% | -31.8% |
| 1Y | -3.4% | +67.2% | -70.7% | -25.6% |
| 3Y | +156.5% | +87.3% | +69.2% | +80.7% |
| 5Y | +59.6% | -13.4% | +73.0% | +56.3% |
| All | +168.4% | +216.9% | -48.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling