+73.5%
BA vs SYF
+263.5%
-190.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | +2.4% | -1.2% | -0.2% |
| 30D | -11.6% | +0.8% | -12.5% | -12.2% |
| 3M | -2.4% | +13.4% | -15.8% | -9.8% |
| 6M | -6.6% | +16.3% | -23.0% | -15.3% |
| YTD | -2.2% | -3.0% | +0.8% | -2.6% |
| 1Y | -8.0% | +5.7% | -13.7% | -13.6% |
| 3Y | -5.0% | +160.1% | -165.1% | -53.5% |
| 5Y | -2.7% | +88.5% | -91.2% | -44.0% |
| All | +73.5% | +263.5% | -190.0% | -43.8% |
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