+911.5%
BE vs SYF
+188.9%
+722.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +20.0% | +2.4% | +17.6% | +18.1% |
| 30D | +7.9% | +0.8% | +7.1% | +7.4% |
| 3M | -13.2% | +13.4% | -26.6% | -20.6% |
| 6M | +53.5% | +16.3% | +37.1% | +38.4% |
| YTD | +191.0% | -3.0% | +194.0% | +192.0% |
| 1Y | +360.5% | +5.7% | +354.8% | +334.4% |
| 3Y | +1,568.0% | +160.1% | +1,407.9% | +702.2% |
| 5Y | +1,055.2% | +88.5% | +966.7% | +579.4% |
| All | +911.5% | +188.9% | +722.6% | +250.0% |
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