+159.4%
SYF vs BHP
+81.6%
+77.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | -1.1% | +4.0% | -5.1% | -2.5% |
| 3M | +7.4% | +11.3% | -3.8% | +2.9% |
| 6M | +16.2% | +29.3% | -13.1% | +4.3% |
| YTD | -6.1% | +59.2% | -65.3% | -23.6% |
| 1Y | +3.4% | +80.8% | -77.5% | -20.8% |
| All | +159.4% | +81.6% | +77.8% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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