+305.8%
SYF vs RVTY
+256.4%
+49.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -2.2% |
| 7D | -4.3% | +6.0% | -10.3% | -7.0% |
| 30D | +1.0% | +4.3% | -3.3% | -1.3% |
| 3M | -6.4% | +40.2% | -46.6% | -20.5% |
| 6M | +1.0% | +59.3% | -58.3% | -19.4% |
| YTD | -10.7% | +66.5% | -77.3% | -31.1% |
| 1Y | +1.8% | +77.5% | -75.7% | -23.8% |
| 3Y | +165.8% | +92.5% | +73.4% | +84.9% |
| 5Y | +65.9% | -6.8% | +72.7% | +56.6% |
| 10Y | +206.0% | +225.4% | -19.4% | +37.7% |
| All | +305.8% | +256.4% | +49.4% | +68.9% |
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 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