+31.8%
BA vs SYF
+221.7%
-189.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.8% |
| 7D | +1.1% | -2.1% | +3.2% | +2.4% |
| 30D | -7.9% | +2.5% | -10.4% | -9.4% |
| 3M | -25.3% | -6.3% | -19.1% | -22.6% |
| 6M | -24.6% | -1.5% | -23.1% | -24.6% |
| YTD | -20.1% | -10.5% | -9.6% | -16.7% |
| 1Y | -11.8% | +1.5% | -13.3% | -15.0% |
| 3Y | -10.1% | +163.3% | -173.4% | -56.5% |
| 5Y | -22.7% | +66.8% | -89.5% | -51.9% |
| All | +31.8% | +221.7% | -189.9% | -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