+51.9%
SYF vs BIYA
-99.8%
+151.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | +2.4% | +1.3% | +1.1% | +2.4% |
| 30D | +0.8% | -21.0% | +21.8% | +0.9% |
| 3M | +13.4% | -74.3% | +87.7% | +13.5% |
| 6M | +16.3% | -84.6% | +101.0% | +16.1% |
| YTD | -3.0% | -94.2% | +91.2% | -1.4% |
| 1Y | +5.7% | -98.2% | +103.9% | +10.3% |
| All | +51.9% | -99.8% | +151.7% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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