+66.5%
SYF vs RVTY
-7.4%
+74.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -1.5% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | +2.5% | +1.0% | +1.5% | +1.7% |
| 3M | -6.3% | +35.8% | -42.1% | -17.9% |
| 6M | -1.5% | +56.7% | -58.2% | -19.0% |
| YTD | -10.5% | +60.7% | -71.2% | -28.0% |
| 1Y | +1.5% | +73.7% | -72.2% | -21.1% |
| 3Y | +163.3% | +82.8% | +80.5% | +94.2% |
| All | +66.5% | -7.4% | +74.0% | +58.7% |
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 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