+92.3%
SYF vs BIDU
-44.5%
+136.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.3% | -0.7% |
| 7D | +2.6% | -2.4% | +5.0% | +2.9% |
| 30D | 0.0% | -15.6% | +15.7% | +2.2% |
| 3M | +11.9% | -22.3% | +34.2% | +15.5% |
| 6M | +18.9% | -22.3% | +41.2% | +21.9% |
| YTD | -4.6% | -29.2% | +24.6% | -1.4% |
| 1Y | +6.4% | -14.8% | +21.2% | +5.8% |
| 3Y | +167.2% | -31.8% | +198.9% | +169.5% |
| 5Y | +92.3% | -43.1% | +135.5% | +96.2% |
| All | +92.3% | -44.5% | +136.8% | +96.2% |
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