-22.4%
BAX vs SYF
+340.9%
-363.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.1% | +2.4% | -3.5% | -1.7% |
| 30D | -5.5% | +0.8% | -6.3% | -5.7% |
| 3M | +33.5% | +13.4% | +20.1% | +29.8% |
| 6M | +35.9% | +16.3% | +19.5% | +31.4% |
| YTD | +35.4% | -3.0% | +38.4% | +35.9% |
| 1Y | +9.8% | +5.7% | +4.0% | +8.1% |
| 3Y | -32.7% | +160.1% | -192.8% | -45.7% |
| 5Y | -65.6% | +88.5% | -154.1% | -71.1% |
| 10Y | -34.9% | +263.1% | -298.0% | -54.7% |
| All | -22.4% | +340.9% | -363.3% | -47.4% |
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 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