-20.6%
BA vs SYF
+63.1%
-83.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.5% |
| 7D | 0.0% | -4.2% | +4.2% | +1.9% |
| 30D | -8.9% | -1.1% | -7.9% | -8.6% |
| 3M | -25.5% | -7.9% | -17.6% | -23.0% |
| 6M | -27.0% | -1.1% | -25.9% | -26.9% |
| YTD | -20.1% | -12.6% | -7.6% | -16.6% |
| 1Y | -11.0% | -2.4% | -8.6% | -11.7% |
| 3Y | -11.8% | +156.6% | -168.5% | -48.1% |
| 5Y | -20.6% | +61.9% | -82.5% | -40.3% |
| All | -20.6% | +63.1% | -83.8% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling