+159.6%
SYF vs BG
+6.5%
+153.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | -2.0% | +2.6% | -4.6% | -2.2% |
| 30D | +1.2% | -6.7% | +7.9% | +1.8% |
| 3M | -9.4% | -9.3% | -0.1% | -8.8% |
| 6M | +4.4% | -18.3% | +22.8% | +6.3% |
| YTD | -11.9% | +16.2% | -28.1% | -17.8% |
| 1Y | -0.4% | +7.6% | -8.0% | -5.3% |
| 3Y | +159.6% | +6.6% | +153.0% | +158.3% |
| All | +159.6% | +6.5% | +153.1% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling