-26.8%
BX vs SYF
+0.9%
-27.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.4% | -1.3% |
| 7D | -8.9% | -5.5% | -3.4% | -5.7% |
| 30D | -14.8% | -3.9% | -10.9% | -12.8% |
| 3M | +6.9% | +8.9% | -2.0% | -0.1% |
| 6M | +16.3% | +16.2% | +0.1% | +4.9% |
| YTD | -16.1% | -8.4% | -7.6% | -14.3% |
| 1Y | -26.8% | +2.6% | -29.4% | -31.4% |
| All | -26.8% | +0.9% | -27.7% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling