+59.6%
SYF vs BIDU
-53.5%
+113.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | -3.3% | -2.3% | -0.9% | -2.9% |
| 30D | -2.2% | -7.3% | +5.1% | -1.2% |
| 3M | -9.3% | -26.0% | +16.6% | -5.7% |
| 6M | +2.1% | -44.5% | +46.6% | +10.1% |
| YTD | -12.6% | -40.6% | +27.9% | -7.6% |
| 1Y | -3.4% | -39.8% | +36.3% | +1.7% |
| 3Y | +156.5% | -26.7% | +183.2% | +153.3% |
| 5Y | +59.6% | -54.5% | +114.1% | +67.5% |
| All | +59.6% | -53.5% | +113.1% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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