+129.8%
BP vs SYF
+263.6%
-133.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +3.0% |
| 7D | +0.9% | +2.6% | -1.7% | 0.0% |
| 30D | +9.1% | 0.0% | +9.1% | +8.9% |
| 3M | +3.9% | +11.9% | -8.0% | -1.4% |
| 6M | +13.6% | +18.9% | -5.3% | +4.6% |
| YTD | +34.0% | -4.6% | +38.6% | +32.9% |
| 1Y | +39.2% | +6.4% | +32.8% | +31.6% |
| 3Y | +36.4% | +167.2% | -130.7% | -16.0% |
| 5Y | +135.8% | +92.3% | +43.4% | +59.5% |
| All | +129.8% | +263.6% | -133.8% | +7.0% |
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