+186.5%
SYF vs BB
+28.9%
+157.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -4.2% | +11.6% | -15.8% | -6.1% |
| 30D | -1.1% | +2.6% | -3.6% | -2.1% |
| 3M | -7.9% | +3.5% | -11.4% | -9.5% |
| 6M | -1.1% | +43.5% | -44.6% | -10.3% |
| YTD | -12.6% | +141.2% | -153.8% | -28.7% |
| 1Y | -2.4% | +97.4% | -99.8% | -17.6% |
| 3Y | +156.6% | +151.1% | +5.5% | +97.1% |
| 5Y | +61.9% | -12.8% | +74.7% | +44.4% |
| 10Y | +186.5% | +27.5% | +159.0% | +74.8% |
| All | +186.5% | +28.9% | +157.5% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling