+247.6%
SYF vs BAH
+207.1%
+40.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.8% | -7.3% | -4.0% |
| 7D | -5.5% | +2.4% | -8.0% | -6.3% |
| 30D | -3.9% | -2.9% | -0.9% | -3.1% |
| 3M | +8.9% | -1.3% | +10.3% | +8.5% |
| 6M | +16.2% | -0.9% | +17.1% | +14.8% |
| YTD | -8.4% | -8.2% | -0.2% | -8.1% |
| 1Y | +2.6% | -24.0% | +26.6% | +9.3% |
| 3Y | +156.4% | -28.1% | +184.5% | +159.7% |
| 5Y | +78.2% | +2.5% | +75.7% | +49.4% |
| All | +247.6% | +207.1% | +40.5% | +111.2% |
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