+153.0%
SYF vs BDX
-10.7%
+163.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.8% |
| 7D | -5.5% | -5.4% | -0.1% | -3.7% |
| 30D | -3.9% | -2.2% | -1.7% | -3.2% |
| 3M | +8.9% | +20.1% | -11.2% | +1.9% |
| 6M | +16.2% | +9.1% | +7.2% | +12.3% |
| YTD | -8.4% | +17.9% | -26.3% | -14.1% |
| 1Y | +2.6% | +22.1% | -19.5% | -4.9% |
| All | +153.0% | -10.7% | +163.7% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling