+91.3%
SYF vs BAH
-3.4%
+94.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.4% |
| 7D | +2.4% | -3.2% | +5.6% | +3.0% |
| 30D | +0.8% | +2.0% | -1.2% | +0.3% |
| 3M | +13.4% | -7.6% | +21.0% | +14.9% |
| 6M | +16.3% | -5.7% | +22.0% | +16.8% |
| YTD | -3.0% | -11.7% | +8.7% | -1.8% |
| 1Y | +5.7% | -27.4% | +33.1% | +11.5% |
| 3Y | +160.1% | -32.5% | +192.6% | +160.8% |
| All | +91.3% | -3.4% | +94.8% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling