-64.2%
BAX vs SYF
+60.4%
-124.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | +0.1% | -2.0% | +2.1% | +0.6% |
| 30D | +4.1% | +1.2% | +2.9% | +3.7% |
| 3M | -4.5% | -9.4% | +4.8% | -2.1% |
| 6M | +49.2% | +4.4% | +44.8% | +47.0% |
| YTD | +35.2% | -11.9% | +47.2% | +39.2% |
| 1Y | +38.3% | -0.4% | +38.7% | +37.9% |
| 3Y | -19.0% | +159.6% | -178.6% | -37.5% |
| All | -64.2% | +60.4% | -124.6% | -70.9% |
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