+18.0%
BAC vs SYF
+65.2%
-47.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -1.2% | -2.1% | +1.0% | -0.1% |
| 30D | -7.7% | +2.5% | -10.2% | -8.9% |
| 3M | -21.2% | -6.3% | -14.9% | -18.8% |
| 6M | -6.8% | -1.5% | -5.4% | -7.1% |
| YTD | -8.7% | -10.5% | +1.8% | -5.0% |
| 1Y | -5.3% | +1.5% | -6.8% | -7.8% |
| 3Y | +87.4% | +163.3% | -75.8% | +6.6% |
| All | +18.0% | +65.2% | -47.2% | -16.3% |
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