+333.7%
SYF vs BDX
+138.5%
+195.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.4% |
| 7D | +2.6% | -4.3% | +6.9% | +4.5% |
| 30D | 0.0% | +1.3% | -1.2% | -0.6% |
| 3M | +11.9% | +20.2% | -8.3% | +3.4% |
| 6M | +18.9% | +8.6% | +10.3% | +14.4% |
| YTD | -4.6% | +19.0% | -23.6% | -11.9% |
| 1Y | +6.4% | +21.2% | -14.8% | -2.6% |
| 3Y | +167.2% | -9.7% | +176.9% | +171.3% |
| 5Y | +92.3% | -3.4% | +95.7% | +87.8% |
| 10Y | +263.2% | +53.9% | +209.3% | +192.3% |
| All | +333.7% | +138.5% | +195.2% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BDX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling