+306.8%
SYF vs RY
+323.1%
-16.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | +0.9% |
| 7D | -2.1% | -0.9% | -1.2% | -1.4% |
| 30D | +2.5% | +5.9% | -3.3% | -3.6% |
| 3M | -6.3% | -4.3% | -2.0% | -2.2% |
| 6M | -1.5% | +12.1% | -13.6% | -12.8% |
| YTD | -10.5% | +20.3% | -30.8% | -26.6% |
| 1Y | +1.5% | +41.0% | -39.5% | -29.7% |
| 3Y | +163.3% | +157.5% | +5.7% | -4.7% |
| 5Y | +66.8% | +123.2% | -56.4% | -29.1% |
| 10Y | +228.5% | +365.7% | -137.2% | -21.6% |
| All | +306.8% | +323.1% | -16.3% | -1.0% |
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