+4.1%
SYF vs BB
+88.0%
-83.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.0% | -7.2% | -0.6% |
| 7D | -0.4% | -6.8% | +6.4% | 0.0% |
| 30D | +4.4% | -3.5% | +7.9% | +4.4% |
| 3M | -4.7% | -1.2% | -3.5% | -5.0% |
| 6M | +1.9% | +57.0% | -55.1% | -4.5% |
| YTD | -8.9% | +131.1% | -140.1% | -21.5% |
| 1Y | +4.1% | +87.6% | -83.5% | -7.3% |
| All | +4.1% | +88.0% | -83.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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