+61.0%
SYF vs RY
+123.4%
-62.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | -2.0% | +0.6% | -2.6% | -2.6% |
| 30D | +1.2% | +5.0% | -3.8% | -4.0% |
| 3M | -9.4% | -5.3% | -4.1% | -4.4% |
| 6M | +4.4% | +13.8% | -9.4% | -8.9% |
| YTD | -11.9% | +21.0% | -32.9% | -27.9% |
| 1Y | -0.4% | +40.5% | -40.9% | -30.4% |
| 3Y | +159.6% | +159.7% | -0.1% | -8.0% |
| All | +61.0% | +123.4% | -62.4% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling