+85.0%
BP vs SYF
+306.8%
-221.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -11.6% | -2.1% | -9.5% | -11.0% |
| 30D | 0.0% | +2.5% | -2.5% | -1.0% |
| 3M | +6.7% | -6.3% | +13.0% | +8.6% |
| 6M | +2.2% | -1.5% | +3.6% | +0.9% |
| YTD | +33.0% | -10.5% | +43.5% | +34.4% |
| 1Y | +30.7% | +1.5% | +29.2% | +25.6% |
| 3Y | +44.2% | +163.3% | -119.1% | -10.7% |
| 5Y | +105.1% | +66.8% | +38.4% | +47.3% |
| 10Y | +133.5% | +228.5% | -95.0% | +11.1% |
| All | +85.0% | +306.8% | -221.8% | -17.5% |
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 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