+127.0%
BP vs SYF
+196.3%
-69.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | -6.3% | -4.2% | -2.1% | -4.9% |
| 30D | -3.6% | -1.1% | -2.5% | -3.4% |
| 3M | +5.2% | -7.9% | +13.1% | +7.7% |
| 6M | +5.3% | -1.1% | +6.4% | +3.9% |
| YTD | +33.1% | -12.6% | +45.7% | +35.7% |
| 1Y | +26.3% | -2.4% | +28.7% | +23.0% |
| 3Y | +47.5% | +156.6% | -109.1% | -8.3% |
| 5Y | +106.2% | +61.9% | +44.3% | +49.4% |
| 10Y | +127.0% | +186.5% | -59.5% | +15.1% |
| All | +127.0% | +196.3% | -69.3% | +15.1% |
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