+64.6%
BMY vs SYF
+257.7%
-193.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | -0.7% | -1.1% | +0.4% | -0.5% |
| 3M | +15.3% | +7.4% | +7.9% | +13.9% |
| 6M | +8.5% | +16.2% | -7.7% | +5.9% |
| YTD | +23.4% | -6.1% | +29.6% | +23.9% |
| 1Y | +42.9% | +3.4% | +39.5% | +41.2% |
| 3Y | +22.0% | +162.9% | -140.9% | +2.3% |
| 5Y | +24.3% | +85.6% | -61.3% | +8.0% |
| 10Y | +64.6% | +262.7% | -198.2% | +16.5% |
| All | +64.6% | +257.7% | -193.1% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling