+340.9%
SYF vs BIDU
-54.0%
+394.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.7% |
| 7D | +2.4% | +2.4% | 0.0% | +1.9% |
| 30D | +0.8% | -10.5% | +11.3% | +2.9% |
| 3M | +13.4% | -26.2% | +39.6% | +19.8% |
| 6M | +16.3% | -16.4% | +32.7% | +18.8% |
| YTD | -3.0% | -23.9% | +20.9% | +0.3% |
| 1Y | +5.7% | +1.3% | +4.4% | +1.3% |
| 3Y | +160.1% | -32.1% | +192.2% | +164.7% |
| 5Y | +88.5% | -39.0% | +127.5% | +83.6% |
| 10Y | +263.1% | -44.0% | +307.1% | +206.8% |
| All | +340.9% | -54.0% | +394.9% | +280.9% |
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