+233.0%
BAC vs SYF
+189.2%
+43.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | -1.9% | -3.6% | +1.7% | +0.1% |
| 30D | -7.2% | -1.7% | -5.4% | -6.4% |
| 3M | -20.4% | -7.8% | -12.6% | -17.1% |
| 6M | +1.3% | +3.4% | -2.1% | -1.8% |
| YTD | -6.4% | -12.2% | +5.8% | -1.3% |
| 1Y | -3.5% | -1.6% | -1.9% | -4.8% |
| 3Y | +96.7% | +157.8% | -61.1% | +7.0% |
| 5Y | +20.6% | +61.9% | -41.3% | -17.6% |
| 10Y | +233.0% | +180.0% | +53.0% | +46.1% |
| All | +233.0% | +189.2% | +43.8% | +46.1% |
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