-66.9%
BAX vs SYF
+89.0%
-155.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -3.3% |
| 7D | -2.4% | +2.6% | -5.0% | -3.1% |
| 30D | -9.7% | 0.0% | -9.8% | -9.8% |
| 3M | +29.3% | +11.9% | +17.3% | +25.2% |
| 6M | +40.7% | +18.9% | +21.7% | +34.1% |
| YTD | +30.3% | -4.6% | +34.9% | +31.2% |
| 1Y | +3.4% | +6.4% | -3.0% | +1.2% |
| 3Y | -32.0% | +167.2% | -199.2% | -47.6% |
| 5Y | -66.9% | +92.3% | -159.2% | -74.0% |
| All | -66.9% | +89.0% | -155.9% | -74.0% |
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