+340.9%
SYF vs BBWI
-36.0%
+376.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.8% |
| 7D | +2.4% | +1.5% | +0.9% | +1.9% |
| 30D | +0.8% | -5.2% | +6.0% | +1.9% |
| 3M | +13.4% | +11.1% | +2.3% | +8.5% |
| 6M | +16.3% | -13.4% | +29.7% | +18.9% |
| YTD | -3.0% | +0.1% | -3.1% | -5.8% |
| 1Y | +5.7% | -36.1% | +41.8% | +16.3% |
| 3Y | +160.1% | -44.1% | +204.2% | +185.8% |
| 5Y | +88.5% | -66.2% | +154.8% | +132.0% |
| 10Y | +263.1% | -54.8% | +317.8% | +210.0% |
| All | +340.9% | -36.0% | +376.9% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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