+25.6%
BIL vs SYF
+305.8%
-280.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | -4.3% | +4.3% | +0.1% |
| 30D | 0.0% | +1.0% | -1.1% | 0.0% |
| 3M | +0.6% | -6.4% | +7.0% | +0.6% |
| 6M | +1.5% | +1.0% | +0.5% | +1.5% |
| YTD | +2.8% | -10.7% | +13.5% | +2.8% |
| 1Y | +3.3% | +1.8% | +1.6% | +3.3% |
| 3Y | +13.4% | +165.8% | -152.4% | +13.4% |
| 5Y | +19.8% | +65.9% | -46.1% | +19.8% |
| 10Y | +25.6% | +206.0% | -180.3% | +25.7% |
| All | +25.6% | +305.8% | -280.2% | +25.6% |
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