+168.4%
SYF vs BAH
+199.5%
-31.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -3.3% | -2.6% | -0.7% | -2.5% |
| 30D | -2.2% | +20.4% | -22.5% | -7.9% |
| 3M | -9.3% | +11.9% | -21.2% | -13.0% |
| 6M | +2.1% | +17.1% | -15.1% | -4.3% |
| YTD | -12.6% | +5.5% | -18.2% | -16.4% |
| 1Y | -3.4% | +5.6% | -9.1% | -7.8% |
| 3Y | +156.5% | -26.5% | +183.0% | +162.1% |
| 5Y | +59.6% | +6.5% | +53.1% | +34.1% |
| All | +168.4% | +199.5% | -31.1% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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