+44.2%
BP vs SYF
+158.5%
-114.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -11.6% | -2.1% | -9.5% | -11.4% |
| 30D | 0.0% | +2.5% | -2.5% | -0.3% |
| 3M | +6.7% | -6.3% | +13.0% | +7.3% |
| 6M | +2.2% | -1.5% | +3.6% | +1.8% |
| YTD | +33.0% | -10.5% | +43.5% | +34.5% |
| 1Y | +30.7% | +1.5% | +29.2% | +28.3% |
| 3Y | +44.2% | +163.3% | -119.1% | +13.0% |
| All | +44.2% | +158.5% | -114.3% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling