+429.5%
BAC vs SYF
+340.9%
+88.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | +2.4% | -1.3% | -0.3% |
| 30D | -0.4% | +0.8% | -1.2% | -1.0% |
| 3M | +16.9% | +13.4% | +3.5% | +8.0% |
| 6M | +26.6% | +16.3% | +10.3% | +15.0% |
| YTD | +15.8% | -3.0% | +18.8% | +15.8% |
| 1Y | +27.2% | +5.7% | +21.5% | +20.6% |
| 3Y | +132.4% | +160.1% | -27.7% | +26.1% |
| 5Y | +72.6% | +88.5% | -15.9% | +8.1% |
| 10Y | +389.7% | +263.1% | +126.7% | +88.9% |
| All | +429.5% | +340.9% | +88.6% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling