+668.0%
BE vs SYF
+162.4%
+505.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.5% |
| 7D | +10.8% | -2.0% | +12.8% | +12.4% |
| 30D | -19.8% | +1.2% | -21.0% | -20.4% |
| 3M | -18.7% | -9.4% | -9.4% | -13.2% |
| 6M | -33.7% | +4.4% | -38.2% | -35.8% |
| YTD | +121.0% | -11.9% | +132.9% | +136.5% |
| 1Y | +85.4% | -0.4% | +85.8% | +82.3% |
| 3Y | +1,709.5% | +159.6% | +1,550.0% | +769.3% |
| 5Y | +462.2% | +60.9% | +401.3% | +270.0% |
| All | +668.0% | +162.4% | +505.6% | +183.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling