+159.6%
SYF vs RVTY
+85.4%
+74.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -2.0% | -0.5% | -1.6% | -1.9% |
| 30D | +1.2% | +1.5% | -0.3% | +0.2% |
| 3M | -9.4% | +31.5% | -40.8% | -19.1% |
| 6M | +4.4% | +62.7% | -58.3% | -14.8% |
| YTD | -11.9% | +60.0% | -71.9% | -28.6% |
| 1Y | -0.4% | +65.7% | -66.1% | -20.6% |
| 3Y | +159.6% | +85.2% | +74.4% | +94.9% |
| All | +159.6% | +85.4% | +74.2% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling