+122.2%
SYF vs BAM
+90.5%
+31.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -2.1% |
| 7D | -4.3% | +5.3% | -9.5% | -7.3% |
| 30D | +1.0% | +18.1% | -17.1% | -8.8% |
| 3M | -6.4% | +4.2% | -10.6% | -9.3% |
| 6M | +1.0% | +11.1% | -10.1% | -6.1% |
| YTD | -10.7% | +6.6% | -17.3% | -15.5% |
| 1Y | +1.8% | +6.2% | -4.5% | -3.6% |
| 3Y | +165.8% | +95.0% | +70.8% | +86.4% |
| All | +122.2% | +90.5% | +31.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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