-1.0%
BSX vs SYF
+89.2%
-90.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -7.0% | -1.3% | -5.7% | -6.8% |
| 30D | -10.9% | -1.1% | -9.8% | -10.7% |
| 3M | -8.2% | +7.4% | -15.6% | -9.7% |
| 6M | -37.5% | +16.2% | -53.7% | -39.5% |
| YTD | -52.8% | -6.1% | -46.7% | -52.6% |
| 1Y | -58.4% | +3.4% | -61.8% | -59.1% |
| 3Y | -16.5% | +162.9% | -179.4% | -35.4% |
| 5Y | -1.0% | +85.6% | -86.6% | -18.1% |
| All | -1.0% | +89.2% | -90.2% | -18.1% |
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