+91.7%
BKNG vs SYF
+76.4%
+15.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.5% |
| 7D | -10.7% | -5.5% | -5.1% | -8.5% |
| 30D | -18.1% | -3.9% | -14.2% | -16.8% |
| 3M | +8.5% | +8.9% | -0.4% | +4.5% |
| 6M | -0.1% | +16.2% | -16.3% | -6.3% |
| YTD | -18.2% | -8.4% | -9.8% | -16.1% |
| 1Y | -19.9% | +2.6% | -22.5% | -21.6% |
| 3Y | +41.6% | +156.4% | -114.8% | -11.0% |
| All | +91.7% | +76.4% | +15.3% | +36.1% |
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