+250.1%
SYF vs BG
+166.7%
+83.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.5% |
| 7D | -4.9% | +3.1% | -8.0% | -6.4% |
| 30D | -4.3% | +10.2% | -14.5% | -9.0% |
| 3M | +5.5% | -1.7% | +7.2% | +5.0% |
| 6M | +17.5% | +1.0% | +16.5% | +14.0% |
| YTD | -7.8% | +39.9% | -47.7% | -24.9% |
| 1Y | +1.6% | +53.2% | -51.6% | -22.1% |
| 3Y | +154.8% | +16.3% | +138.5% | +120.1% |
| 5Y | +79.5% | +83.9% | -4.4% | +12.5% |
| All | +250.1% | +166.7% | +83.5% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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