+456.7%
BNY vs SYF
+326.7%
+130.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | +0.3% | -1.3% | +1.6% | +0.9% |
| 30D | +1.9% | -1.1% | +3.0% | +2.3% |
| 3M | +13.9% | +7.4% | +6.5% | +9.7% |
| 6M | +42.3% | +16.2% | +26.1% | +32.0% |
| YTD | +41.8% | -6.1% | +48.0% | +43.5% |
| 1Y | +57.9% | +3.4% | +54.6% | +52.7% |
| 3Y | +290.7% | +162.9% | +127.9% | +136.6% |
| 5Y | +252.3% | +85.6% | +166.7% | +141.6% |
| 10Y | +412.8% | +262.7% | +150.1% | +137.2% |
| All | +456.7% | +326.7% | +130.0% | +156.5% |
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 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