+250.1%
SYF vs BBY
+252.7%
-2.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | -0.7% |
| 7D | -4.9% | +0.6% | -5.5% | -5.2% |
| 30D | -4.3% | +9.4% | -13.7% | -8.4% |
| 3M | +5.5% | +19.3% | -13.8% | -3.2% |
| 6M | +17.5% | +47.9% | -30.4% | -3.8% |
| YTD | -7.8% | +39.6% | -47.3% | -22.6% |
| 1Y | +1.6% | +22.2% | -20.5% | -9.7% |
| 3Y | +154.8% | +45.0% | +109.8% | +100.0% |
| 5Y | +79.5% | +2.6% | +76.9% | +58.7% |
| All | +250.1% | +252.7% | -2.6% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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