+256.4%
SYF vs BLDR
+391.5%
-135.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.8% |
| 7D | -1.3% | -2.7% | +1.4% | -0.2% |
| 30D | -1.1% | -14.7% | +13.6% | +5.2% |
| 3M | +7.4% | -20.8% | +28.2% | +16.7% |
| 6M | +16.2% | -35.3% | +51.6% | +36.2% |
| YTD | -6.1% | -40.3% | +34.2% | +12.5% |
| 1Y | +3.4% | -56.3% | +59.7% | +40.5% |
| 3Y | +162.9% | -56.1% | +219.0% | +231.7% |
| 5Y | +85.6% | +12.9% | +72.7% | +43.1% |
| All | +256.4% | +391.5% | -135.1% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling