+317.4%
BAC vs SYF
+306.8%
+10.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.4% |
| 7D | -1.2% | -2.1% | +1.0% | 0.0% |
| 30D | -7.7% | +2.5% | -10.2% | -9.0% |
| 3M | -21.2% | -6.3% | -14.9% | -18.5% |
| 6M | -6.8% | -1.5% | -5.4% | -7.2% |
| YTD | -8.7% | -10.5% | +1.8% | -4.7% |
| 1Y | -5.3% | +1.5% | -6.8% | -8.1% |
| 3Y | +87.4% | +163.3% | -75.8% | +0.9% |
| 5Y | +18.9% | +66.8% | -47.8% | -20.0% |
| 10Y | +273.3% | +228.5% | +44.8% | +52.2% |
| All | +317.4% | +306.8% | +10.6% | +65.7% |
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