+158.7%
SYF vs BAM
+89.3%
+69.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.5% |
| 7D | -3.6% | -2.9% | -0.7% | -1.9% |
| 30D | -1.7% | +14.7% | -16.4% | -10.4% |
| 3M | -7.8% | -4.1% | -3.7% | -5.9% |
| 6M | +3.4% | +9.6% | -6.2% | -3.8% |
| YTD | -12.2% | +3.4% | -15.6% | -15.6% |
| 1Y | -1.6% | +1.0% | -2.6% | -4.1% |
| All | +158.7% | +89.3% | +69.4% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling