+85.6%
SYF vs BG
+84.9%
+0.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | -1.1% | +10.3% | -11.4% | -3.8% |
| 3M | +7.4% | -1.9% | +9.3% | +7.5% |
| 6M | +16.2% | +5.2% | +11.0% | +12.9% |
| YTD | -6.1% | +41.2% | -47.3% | -18.2% |
| 1Y | +3.4% | +50.5% | -47.1% | -12.6% |
| 3Y | +162.9% | +19.9% | +142.9% | +139.1% |
| 5Y | +85.6% | +86.7% | -1.1% | +31.8% |
| All | +85.6% | +84.9% | +0.7% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling