+406.7%
BNY vs SYF
+258.4%
+148.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -1.3% | -4.9% | +3.6% | +0.8% |
| 30D | -0.2% | -4.3% | +4.1% | +1.6% |
| 3M | +14.9% | +5.5% | +9.4% | +11.6% |
| 6M | +40.0% | +17.5% | +22.5% | +29.3% |
| YTD | +42.0% | -7.8% | +49.8% | +44.7% |
| 1Y | +56.9% | +1.6% | +55.2% | +52.7% |
| 3Y | +289.9% | +154.8% | +135.1% | +139.4% |
| 5Y | +259.2% | +79.5% | +179.7% | +150.1% |
| All | +406.7% | +258.4% | +148.3% | +137.6% |
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 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