-13.6%
BKNG vs SYF
+4.2%
-17.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.2% | +10.0% | +9.9% |
| 7D | +15.6% | -0.4% | +16.0% | +15.8% |
| 30D | +8.0% | +4.4% | +3.6% | +5.6% |
| 3M | -11.8% | -4.7% | -7.1% | -9.9% |
| 6M | +3.8% | +1.9% | +1.9% | +2.1% |
| YTD | -19.6% | -8.9% | -10.7% | -20.0% |
| 1Y | -13.6% | +4.1% | -17.7% | -21.9% |
| All | -13.6% | +4.2% | -17.8% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling