+61.0%
SYF vs BHP
+119.2%
-58.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +1.2% | -4.5% | +5.7% | +2.8% |
| 3M | -9.4% | -6.9% | -2.5% | -7.3% |
| 6M | +4.4% | -10.6% | +15.0% | +7.8% |
| YTD | -11.9% | +37.2% | -49.1% | -24.8% |
| 1Y | -0.4% | +48.0% | -48.4% | -17.8% |
| 3Y | +159.6% | +52.6% | +107.0% | +105.3% |
| All | +61.0% | +119.2% | -58.2% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling