+391.8%
BAC vs SYF
+259.8%
+132.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.4% |
| 7D | +1.2% | +2.6% | -1.5% | -0.3% |
| 30D | -0.7% | 0.0% | -0.8% | -0.9% |
| 3M | +16.9% | +11.9% | +5.0% | +8.8% |
| 6M | +29.6% | +18.9% | +10.7% | +16.3% |
| YTD | +15.3% | -4.6% | +19.8% | +16.3% |
| 1Y | +28.8% | +6.4% | +22.5% | +21.7% |
| 3Y | +136.4% | +167.2% | -30.8% | +26.0% |
| 5Y | +72.9% | +92.3% | -19.4% | +6.8% |
| 10Y | +391.8% | +263.2% | +128.6% | +90.5% |
| All | +391.8% | +259.8% | +132.0% | +90.5% |
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