+82.0%
BP vs SYF
+340.9%
-258.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.9% | +2.4% | +1.5% | +3.0% |
| 30D | +7.6% | +0.8% | +6.8% | +7.1% |
| 3M | +0.7% | +13.4% | -12.7% | -4.9% |
| 6M | +15.5% | +16.3% | -0.9% | +7.2% |
| YTD | +30.8% | -3.0% | +33.8% | +28.9% |
| 1Y | +34.3% | +5.7% | +28.6% | +27.4% |
| 3Y | +35.1% | +160.1% | -125.1% | -15.6% |
| 5Y | +126.8% | +88.5% | +38.3% | +55.4% |
| 10Y | +123.4% | +263.1% | -139.7% | +2.7% |
| All | +82.0% | +340.9% | -258.8% | -20.8% |
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