+208.2%
SYF vs RY
+360.9%
-152.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | +1.1% |
| 7D | -1.7% | -0.9% | -0.8% | -0.8% |
| 30D | +3.0% | +5.9% | -2.9% | -4.0% |
| 3M | -5.8% | -4.3% | -1.6% | -1.3% |
| 6M | -1.0% | +12.1% | -13.1% | -14.0% |
| YTD | -10.1% | +20.3% | -30.4% | -28.4% |
| 1Y | +2.0% | +41.0% | -39.0% | -33.0% |
| 3Y | +164.5% | +157.5% | +6.9% | -18.5% |
| 5Y | +67.5% | +123.2% | -55.7% | -38.1% |
| All | +208.2% | +360.9% | -152.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling