+306.8%
SYF vs RVTY
+243.9%
+62.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -1.7% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | +2.5% | +1.0% | +1.5% | +1.5% |
| 3M | -6.3% | +35.8% | -42.1% | -19.2% |
| 6M | -1.5% | +56.7% | -58.2% | -20.9% |
| YTD | -10.5% | +60.7% | -71.2% | -29.8% |
| 1Y | +1.5% | +73.7% | -72.2% | -23.3% |
| 3Y | +163.3% | +82.8% | +80.5% | +87.4% |
| 5Y | +66.8% | -7.0% | +73.8% | +57.2% |
| 10Y | +228.5% | +212.3% | +16.2% | +50.5% |
| All | +306.8% | +243.9% | +62.9% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling