+340.9%
SYF vs RVTY
+188.6%
+152.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | +1.1% | +1.3% | +1.9% |
| 30D | +0.8% | +13.2% | -12.4% | -4.8% |
| 3M | +13.4% | +27.2% | -13.8% | +1.1% |
| 6M | +16.3% | +32.4% | -16.1% | +1.1% |
| YTD | -3.0% | +34.9% | -37.9% | -17.0% |
| 1Y | +5.7% | +52.4% | -46.7% | -15.0% |
| 3Y | +160.1% | +12.3% | +147.8% | +132.0% |
| 5Y | +88.5% | -30.8% | +119.3% | +105.5% |
| 10Y | +263.1% | +150.7% | +112.4% | +85.3% |
| All | +340.9% | +188.6% | +152.3% | +103.5% |
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