+250.1%
SYF vs BDX
+59.3%
+190.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -4.9% | -3.2% | -1.8% | -3.7% |
| 30D | -4.3% | -2.5% | -1.8% | -3.4% |
| 3M | +5.5% | +21.4% | -15.9% | -2.8% |
| 6M | +17.5% | +10.4% | +7.1% | +12.4% |
| YTD | -7.8% | +18.8% | -26.6% | -14.7% |
| 1Y | +1.6% | +21.7% | -20.0% | -7.0% |
| 3Y | +154.8% | -10.0% | +164.8% | +159.1% |
| 5Y | +79.5% | -1.8% | +81.3% | +74.1% |
| All | +250.1% | +59.3% | +190.8% | +229.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling