+113.3%
BSX vs SYF
+178.4%
-65.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +3.7% | -2.0% | +5.7% | +4.3% |
| 30D | +3.1% | +1.2% | +1.9% | +2.8% |
| 3M | -14.2% | -9.4% | -4.9% | -11.9% |
| 6M | -16.4% | +4.4% | -20.8% | -17.9% |
| YTD | -53.5% | -11.9% | -41.6% | -52.4% |
| 1Y | -57.8% | -0.4% | -57.4% | -58.3% |
| 3Y | -17.4% | +159.6% | -177.0% | -41.4% |
| 5Y | +5.4% | +60.9% | -55.5% | -15.8% |
| All | +113.3% | +178.4% | -65.2% | +29.4% |
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