+61.0%
SYF vs BDX
+27.1%
+34.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -2.0% | +2.9% | -4.9% | -3.2% |
| 30D | +1.2% | +15.4% | -14.2% | -4.7% |
| 3M | -9.4% | +20.5% | -29.9% | -16.3% |
| 6M | +4.4% | +53.2% | -48.8% | -13.1% |
| YTD | -11.9% | +45.7% | -57.6% | -25.4% |
| 1Y | -0.4% | +47.3% | -47.7% | -16.1% |
| 3Y | +159.6% | +25.1% | +134.5% | +129.9% |
| All | +61.0% | +27.1% | +34.0% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling