+305.8%
SYF vs BAH
+400.6%
-94.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -4.3% | -1.5% | -2.8% | -3.9% |
| 30D | +1.0% | +17.3% | -16.2% | -4.0% |
| 3M | -6.4% | +14.9% | -21.3% | -10.9% |
| 6M | +1.0% | +14.2% | -13.2% | -4.4% |
| YTD | -10.7% | +5.1% | -15.9% | -14.4% |
| 1Y | +1.8% | +2.1% | -0.3% | -1.7% |
| 3Y | +165.8% | -26.0% | +191.8% | +171.6% |
| 5Y | +65.9% | +9.0% | +57.0% | +40.9% |
| 10Y | +206.0% | +208.8% | -2.8% | +82.1% |
| All | +305.8% | +400.6% | -94.8% | +117.7% |
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