+340.9%
SYF vs BLDR
+973.2%
-632.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.7% |
| 7D | +2.4% | -2.8% | +5.2% | +3.3% |
| 30D | +0.8% | -13.3% | +14.1% | +5.2% |
| 3M | +13.4% | -12.3% | +25.7% | +17.1% |
| 6M | +16.3% | -31.5% | +47.8% | +29.3% |
| YTD | -3.0% | -36.1% | +33.0% | +9.4% |
| 1Y | +5.7% | -54.1% | +59.8% | +31.9% |
| 3Y | +160.1% | -55.8% | +215.9% | +214.5% |
| 5Y | +88.5% | +20.7% | +67.8% | +60.6% |
| 10Y | +263.1% | +390.2% | -127.2% | +105.7% |
| All | +340.9% | +973.2% | -632.3% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling