+92.3%
SYF vs RVTY
-32.1%
+124.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | 0.0% | +10.8% | -10.8% | -4.1% |
| 3M | +11.9% | +26.8% | -14.9% | +1.3% |
| 6M | +18.9% | +39.3% | -20.4% | +2.9% |
| YTD | -4.6% | +31.6% | -36.2% | -16.1% |
| 1Y | +6.4% | +47.7% | -41.3% | -11.3% |
| 3Y | +167.2% | +19.9% | +147.2% | +134.7% |
| 5Y | +92.3% | -32.3% | +124.7% | +94.4% |
| All | +92.3% | -32.1% | +124.5% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling