+340.9%
SYF vs RY
+340.1%
+0.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.8% |
| 7D | +2.4% | +3.1% | -0.7% | -0.9% |
| 30D | +0.8% | -0.3% | +1.2% | +1.1% |
| 3M | +13.4% | +8.7% | +4.7% | +3.9% |
| 6M | +16.3% | +28.5% | -12.2% | -10.6% |
| YTD | -3.0% | +25.1% | -28.1% | -23.5% |
| 1Y | +5.7% | +46.3% | -40.6% | -29.4% |
| 3Y | +160.1% | +154.9% | +5.2% | -4.6% |
| 5Y | +88.5% | +140.3% | -51.8% | -25.7% |
| 10Y | +263.1% | +377.0% | -114.0% | -16.1% |
| All | +340.9% | +340.1% | +0.8% | +3.2% |
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