+306.8%
SYF vs BAH
+392.8%
-86.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.9% |
| 7D | -2.1% | -3.5% | +1.4% | -1.1% |
| 30D | +2.5% | +24.3% | -21.7% | -4.4% |
| 3M | -6.3% | +16.3% | -22.6% | -11.1% |
| 6M | -1.5% | +13.6% | -15.0% | -6.6% |
| YTD | -10.5% | +3.5% | -14.0% | -13.8% |
| 1Y | +1.5% | +2.7% | -1.2% | -2.2% |
| 3Y | +163.3% | -26.6% | +189.8% | +169.4% |
| 5Y | +66.8% | +8.5% | +58.2% | +41.5% |
| 10Y | +228.5% | +225.1% | +3.4% | +92.8% |
| All | +306.8% | +392.8% | -86.0% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling