+18.8%
BX vs SYF
+89.2%
-70.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.0% | -2.6% |
| 7D | -5.7% | -1.3% | -4.3% | -4.9% |
| 30D | -8.9% | -1.1% | -7.8% | -8.4% |
| 3M | +8.4% | +7.4% | +1.0% | +2.7% |
| 6M | +18.9% | +16.2% | +2.7% | +7.5% |
| YTD | -13.6% | -6.1% | -7.5% | -11.2% |
| 1Y | -22.4% | +3.4% | -25.8% | -25.2% |
| 3Y | +26.0% | +162.9% | -136.8% | -36.3% |
| 5Y | +18.8% | +85.6% | -66.8% | -32.8% |
| All | +18.8% | +89.2% | -70.5% | -32.8% |
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