+256.4%
BKNG vs SYF
+326.7%
-70.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.1% |
| 7D | -13.1% | -1.3% | -11.8% | -12.6% |
| 30D | -18.5% | -1.1% | -17.5% | -18.2% |
| 3M | +5.8% | +7.4% | -1.6% | +2.3% |
| 6M | -2.1% | +16.2% | -18.3% | -8.4% |
| YTD | -18.6% | -6.1% | -12.5% | -17.2% |
| 1Y | -21.7% | +3.4% | -25.0% | -23.6% |
| 3Y | +40.9% | +162.9% | -122.0% | -11.8% |
| 5Y | +91.0% | +85.6% | +5.4% | +34.3% |
| 10Y | +213.2% | +262.7% | -49.6% | +47.8% |
| All | +256.4% | +326.7% | -70.3% | +65.8% |
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