+340.9%
SYF vs BHP
+202.5%
+138.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | -2.9% | +5.3% | +3.7% |
| 30D | +0.8% | +3.4% | -2.5% | -0.8% |
| 3M | +13.4% | +4.1% | +9.3% | +10.7% |
| 6M | +16.3% | +20.6% | -4.2% | +5.5% |
| YTD | -3.0% | +56.1% | -59.1% | -22.5% |
| 1Y | +5.7% | +69.6% | -63.9% | -19.0% |
| 3Y | +160.1% | +78.8% | +81.3% | +90.6% |
| 5Y | +88.5% | +113.1% | -24.5% | +22.9% |
| 10Y | +263.1% | +505.9% | -242.8% | +67.5% |
| All | +340.9% | +202.5% | +138.4% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling