+119.2%
SYF vs BAM
+81.2%
+38.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.0% | -2.7% | +0.7% | -0.5% |
| 30D | +1.2% | +15.5% | -14.3% | -7.5% |
| 3M | -9.4% | -6.9% | -2.5% | -6.0% |
| 6M | +4.4% | +9.9% | -5.5% | -2.5% |
| YTD | -11.9% | +1.4% | -13.3% | -14.1% |
| 1Y | -0.4% | +3.3% | -3.7% | -4.1% |
| 3Y | +159.6% | +83.6% | +75.9% | +88.3% |
| All | +119.2% | +81.2% | +38.0% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling