+78.2%
SYF vs BDX
-3.5%
+81.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.7% |
| 7D | -5.5% | -5.4% | -0.1% | -3.3% |
| 30D | -3.9% | -2.2% | -1.7% | -3.0% |
| 3M | +8.9% | +20.1% | -11.2% | +0.6% |
| 6M | +16.2% | +9.1% | +7.2% | +11.6% |
| YTD | -8.4% | +17.9% | -26.3% | -15.2% |
| 1Y | +2.6% | +22.1% | -19.5% | -6.5% |
| 3Y | +156.4% | -10.5% | +166.9% | +163.7% |
| 5Y | +78.2% | -2.6% | +80.8% | +72.8% |
| All | +78.2% | -3.5% | +81.6% | +72.8% |
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