+333.7%
SYF vs BG
+131.7%
+202.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -3.5% |
| 7D | +2.6% | +2.4% | +0.3% | +1.5% |
| 30D | 0.0% | +15.0% | -15.0% | -6.4% |
| 3M | +11.9% | -0.7% | +12.6% | +10.8% |
| 6M | +18.9% | +7.5% | +11.4% | +12.3% |
| YTD | -4.6% | +41.6% | -46.2% | -21.6% |
| 1Y | +6.4% | +50.7% | -44.3% | -16.1% |
| 3Y | +167.2% | +20.3% | +146.9% | +129.3% |
| 5Y | +92.3% | +85.2% | +7.1% | +26.6% |
| 10Y | +263.2% | +160.6% | +102.5% | +76.8% |
| All | +333.7% | +131.7% | +202.0% | +112.9% |
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 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