+251.7%
BAC vs SYF
+218.0%
+33.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.7% |
| 7D | +2.0% | -4.7% | +6.7% | +4.7% |
| 30D | -6.9% | +0.6% | -7.5% | -7.3% |
| 3M | -19.6% | -6.8% | -12.7% | -16.6% |
| 6M | -0.5% | +0.5% | -1.0% | -2.0% |
| YTD | -6.6% | -11.1% | +4.5% | -2.1% |
| 1Y | -3.0% | +1.3% | -4.2% | -5.8% |
| 3Y | +97.3% | +164.6% | -67.3% | +5.7% |
| 5Y | +21.9% | +65.2% | -43.3% | -17.7% |
| 10Y | +251.7% | +204.6% | +47.1% | +44.8% |
| All | +251.7% | +218.0% | +33.7% | +44.8% |
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