-33.9%
BAX vs SYF
+219.4%
-253.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +9.0% | -4.3% | +13.3% | +10.1% |
| 30D | +8.5% | +1.0% | +7.4% | +8.2% |
| 3M | -4.1% | -6.4% | +2.3% | -2.9% |
| 6M | +46.9% | +1.0% | +45.9% | +46.3% |
| YTD | +38.4% | -10.7% | +49.1% | +41.3% |
| 1Y | +47.0% | +1.8% | +45.3% | +46.1% |
| 3Y | -14.9% | +165.8% | -180.8% | -31.2% |
| 5Y | -62.5% | +65.9% | -128.4% | -67.7% |
| 10Y | -33.9% | +206.0% | -239.9% | -49.4% |
| All | -33.9% | +219.4% | -253.3% | -49.4% |
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