-0.4%
SYF vs RVTY
+66.4%
-66.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -2.0% | -0.5% | -1.6% | -1.9% |
| 30D | +1.2% | +1.5% | -0.3% | +0.5% |
| 3M | -9.4% | +31.5% | -40.8% | -16.9% |
| 6M | +4.4% | +62.7% | -58.3% | -11.3% |
| YTD | -11.9% | +60.0% | -71.9% | -27.2% |
| 1Y | -0.4% | +65.7% | -66.1% | -19.2% |
| All | -0.4% | +66.4% | -66.8% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling