+37.5%
SYF vs BIYA
-99.9%
+137.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -2.9% | +0.4% |
| 7D | -3.6% | +2.5% | -6.1% | -3.6% |
| 30D | -1.7% | -22.3% | +20.6% | -1.7% |
| 3M | -7.8% | -54.8% | +47.0% | -7.8% |
| 6M | +3.4% | -86.5% | +89.8% | +3.1% |
| YTD | -12.2% | -96.8% | +84.6% | -10.8% |
| 1Y | -1.6% | -98.6% | +97.1% | +1.8% |
| All | +37.5% | -99.9% | +137.4% | +47.7% |
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