+26.6%
BA vs SYF
+196.3%
-169.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.8% |
| 7D | 0.0% | -4.2% | +4.2% | +2.6% |
| 30D | -8.9% | -1.1% | -7.9% | -8.5% |
| 3M | -25.5% | -7.9% | -17.6% | -22.1% |
| 6M | -27.0% | -1.1% | -25.9% | -27.1% |
| YTD | -20.1% | -12.6% | -7.6% | -15.5% |
| 1Y | -11.0% | -2.4% | -8.6% | -12.3% |
| 3Y | -11.8% | +156.6% | -168.5% | -56.7% |
| 5Y | -20.6% | +61.9% | -82.5% | -49.7% |
| 10Y | +26.6% | +186.5% | -159.8% | -53.6% |
| All | +26.6% | +196.3% | -169.7% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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