+300.4%
SYF vs BIDU
-63.8%
+364.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | -2.0% | -4.6% | +2.5% | -1.1% |
| 30D | +1.2% | -4.5% | +5.7% | +2.1% |
| 3M | -9.4% | -25.4% | +16.0% | -4.2% |
| 6M | +4.4% | -48.1% | +52.5% | +18.2% |
| YTD | -11.9% | -40.2% | +28.3% | -4.5% |
| 1Y | -0.4% | -35.2% | +34.8% | +5.8% |
| 3Y | +159.6% | -27.1% | +186.7% | +157.3% |
| 5Y | +60.9% | -54.2% | +115.1% | +67.0% |
| 10Y | +180.9% | -52.0% | +233.0% | +145.1% |
| All | +300.4% | -63.8% | +364.2% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling