-22.5%
BAX vs SYF
+306.8%
-329.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +12.1% | -2.1% | +14.3% | +12.7% |
| 30D | +7.6% | +2.5% | +5.1% | +6.9% |
| 3M | -4.5% | -6.3% | +1.8% | -3.3% |
| 6M | +52.0% | -1.5% | +53.5% | +52.2% |
| YTD | +35.1% | -10.5% | +45.7% | +38.0% |
| 1Y | +43.7% | +1.5% | +42.2% | +42.9% |
| 3Y | -20.9% | +163.3% | -184.2% | -36.2% |
| 5Y | -63.5% | +66.8% | -130.3% | -68.6% |
| 10Y | -36.0% | +228.5% | -264.5% | -54.5% |
| All | -22.5% | +306.8% | -329.3% | -46.6% |
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