-1.6%
SYF vs BAM
+2.1%
-3.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.3% |
| 7D | -3.6% | -2.9% | -0.7% | -2.2% |
| 30D | -1.7% | +14.7% | -16.4% | -9.0% |
| 3M | -7.8% | -4.1% | -3.7% | -6.1% |
| 6M | +3.4% | +9.6% | -6.2% | -2.9% |
| YTD | -12.2% | +3.4% | -15.6% | -15.6% |
| 1Y | -1.6% | +1.0% | -2.6% | -4.2% |
| All | -1.6% | +2.1% | -3.7% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling