+300.4%
SYF vs BG
+90.1%
+210.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.1% |
| 7D | -2.0% | +2.6% | -4.6% | -3.1% |
| 30D | +1.2% | -6.7% | +7.9% | +3.9% |
| 3M | -9.4% | -9.3% | -0.1% | -6.5% |
| 6M | +4.4% | -18.3% | +22.8% | +11.5% |
| YTD | -11.9% | +16.2% | -28.1% | -21.6% |
| 1Y | -0.4% | +7.6% | -8.0% | -8.1% |
| 3Y | +159.6% | +6.6% | +153.0% | +132.1% |
| 5Y | +60.9% | +22.2% | +38.7% | +29.5% |
| 10Y | +180.9% | +112.0% | +68.9% | +49.1% |
| All | +300.4% | +90.1% | +210.3% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling