+305.8%
SYF vs BBWI
-28.6%
+334.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | -4.3% | -6.2% | +1.9% | -2.4% |
| 30D | +1.0% | +25.5% | -24.5% | -6.3% |
| 3M | -6.4% | +8.0% | -14.4% | -10.0% |
| 6M | +1.0% | +12.7% | -11.7% | -5.0% |
| YTD | -10.7% | +11.6% | -22.4% | -17.0% |
| 1Y | +1.8% | -0.9% | +2.6% | -3.6% |
| 3Y | +165.8% | -22.7% | +188.5% | +161.1% |
| 5Y | +65.9% | -67.2% | +133.1% | +104.5% |
| 10Y | +206.0% | -43.7% | +249.7% | +142.6% |
| All | +305.8% | -28.6% | +334.3% | +215.4% |
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