+387.2%
BE vs SYF
+65.2%
+322.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.9% | +3.7% |
| 7D | -14.7% | -2.1% | -12.6% | -13.5% |
| 30D | -40.5% | +2.5% | -43.0% | -41.5% |
| 3M | -24.3% | -6.3% | -18.1% | -20.9% |
| 6M | -39.3% | -1.5% | -37.9% | -39.0% |
| YTD | +99.4% | -10.5% | +109.9% | +111.0% |
| 1Y | +26.6% | +1.5% | +25.1% | +23.1% |
| 3Y | +1,616.9% | +163.3% | +1,453.7% | +677.7% |
| All | +387.2% | +65.2% | +322.0% | +188.1% |
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