+128.6%
BP vs SYF
+89.0%
+39.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.9% | +2.4% | +1.5% | +3.4% |
| 30D | +7.6% | +0.8% | +6.8% | +7.3% |
| 3M | +0.7% | +13.4% | -12.7% | -2.6% |
| 6M | +15.5% | +16.3% | -0.9% | +10.4% |
| YTD | +30.8% | -3.0% | +33.8% | +30.3% |
| 1Y | +34.3% | +5.7% | +28.6% | +30.3% |
| 3Y | +35.1% | +160.1% | -125.1% | -2.6% |
| All | +128.6% | +89.0% | +39.6% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling