+163.3%
SYF vs BAM
+85.9%
+77.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -1.0% |
| 7D | -2.1% | +9.7% | -11.9% | -8.1% |
| 30D | +2.5% | +19.0% | -16.5% | -8.6% |
| 3M | -6.3% | +0.6% | -6.8% | -7.3% |
| 6M | -1.5% | +11.1% | -12.5% | -9.0% |
| YTD | -10.5% | +4.2% | -14.7% | -14.4% |
| 1Y | +1.5% | +3.3% | -1.8% | -2.5% |
| 3Y | +163.3% | +88.8% | +74.5% | +89.6% |
| All | +163.3% | +85.9% | +77.4% | +89.6% |
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