+81.5%
BSX vs SYF
+255.8%
-174.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.7% | -3.5% |
| 7D | -8.2% | -5.5% | -2.7% | -6.7% |
| 30D | -15.8% | -3.9% | -11.9% | -14.9% |
| 3M | -10.8% | +8.9% | -19.8% | -13.2% |
| 6M | -38.4% | +16.2% | -54.6% | -41.2% |
| YTD | -54.8% | -8.4% | -46.4% | -54.2% |
| 1Y | -59.0% | +2.6% | -61.7% | -60.0% |
| 3Y | -20.0% | +156.4% | -176.4% | -42.7% |
| 5Y | -3.1% | +78.2% | -81.2% | -24.9% |
| All | +81.5% | +255.8% | -174.3% | +3.7% |
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