+262.7%
SYF vs BB
+2.1%
+260.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -1.3% | +1.8% | -3.2% | -1.7% |
| 30D | -1.1% | -12.2% | +11.2% | +1.1% |
| 3M | +7.4% | -12.3% | +19.7% | +8.5% |
| 6M | +16.2% | +122.7% | -106.5% | -2.9% |
| YTD | -6.1% | +104.5% | -110.6% | -20.4% |
| 1Y | +3.4% | +106.7% | -103.3% | -13.1% |
| 3Y | +162.9% | +70.0% | +92.9% | +117.8% |
| 5Y | +85.6% | -27.8% | +113.4% | +72.1% |
| 10Y | +262.7% | +2.4% | +260.4% | +126.6% |
| All | +262.7% | +2.1% | +260.6% | +126.6% |
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