+308.6%
SYF vs RY
+328.5%
-19.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | +1.7% |
| 7D | -3.8% | -1.1% | -2.7% | -2.8% |
| 30D | +2.6% | +4.4% | -1.8% | -2.1% |
| 3M | -6.5% | -2.9% | -3.6% | -3.8% |
| 6M | +0.8% | +15.6% | -14.7% | -13.6% |
| YTD | -10.1% | +21.8% | -31.9% | -27.3% |
| 1Y | +0.8% | +42.6% | -41.7% | -30.9% |
| 3Y | +158.8% | +160.9% | -2.1% | -7.6% |
| 5Y | +67.5% | +126.1% | -58.6% | -29.7% |
| 10Y | +230.0% | +371.7% | -141.7% | -22.3% |
| All | +308.6% | +328.5% | -19.9% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling