-63.9%
BAX vs SYF
+65.2%
-129.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +12.1% | -2.1% | +14.3% | +12.8% |
| 30D | +7.6% | +2.5% | +5.1% | +6.8% |
| 3M | -4.5% | -6.3% | +1.8% | -2.9% |
| 6M | +52.0% | -1.5% | +53.5% | +52.1% |
| YTD | +35.1% | -10.5% | +45.7% | +38.4% |
| 1Y | +43.7% | +1.5% | +42.2% | +42.6% |
| 3Y | -20.9% | +163.3% | -184.2% | -39.3% |
| All | -63.9% | +65.2% | -129.0% | -70.7% |
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 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