+247.6%
SYF vs BLDR
+372.1%
-124.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.5% | -0.8% |
| 7D | -5.5% | -8.1% | +2.6% | -2.2% |
| 30D | -3.9% | -21.5% | +17.6% | +5.9% |
| 3M | +8.9% | -21.0% | +29.9% | +18.4% |
| 6M | +16.2% | -37.1% | +53.3% | +37.7% |
| YTD | -8.4% | -42.7% | +34.2% | +11.6% |
| 1Y | +2.6% | -58.0% | +60.6% | +41.8% |
| 3Y | +156.4% | -57.8% | +214.2% | +229.0% |
| 5Y | +78.2% | +10.3% | +67.9% | +38.6% |
| All | +247.6% | +372.1% | -124.5% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BLDR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling