+305.8%
SYF vs BB
-4.0%
+309.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.6% |
| 7D | -4.3% | +15.0% | -19.2% | -6.6% |
| 30D | +1.0% | +3.5% | -2.4% | -0.1% |
| 3M | -6.4% | +2.7% | -9.1% | -7.9% |
| 6M | +1.0% | +44.7% | -43.7% | -8.1% |
| YTD | -10.7% | +143.3% | -154.0% | -26.6% |
| 1Y | +1.8% | +102.2% | -100.4% | -13.8% |
| 3Y | +165.8% | +156.1% | +9.7% | +106.1% |
| 5Y | +65.9% | -17.6% | +83.5% | +49.9% |
| 10Y | +206.0% | +29.0% | +177.0% | +96.0% |
| All | +305.8% | -4.0% | +309.7% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling