+262.7%
SYF vs RVTY
+134.6%
+128.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.5% |
| 7D | -1.3% | -5.4% | +4.1% | +1.1% |
| 30D | -1.1% | +6.7% | -7.8% | -4.1% |
| 3M | +7.4% | +19.0% | -11.6% | -1.2% |
| 6M | +16.2% | +34.6% | -18.4% | +0.3% |
| YTD | -6.1% | +28.3% | -34.4% | -17.8% |
| 1Y | +3.4% | +46.0% | -42.7% | -15.3% |
| 3Y | +162.9% | +16.9% | +146.0% | +129.5% |
| 5Y | +85.6% | -32.9% | +118.5% | +105.2% |
| 10Y | +262.7% | +141.6% | +121.1% | +84.7% |
| All | +262.7% | +134.6% | +128.2% | +84.7% |
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