+186.5%
SYF vs BN
+280.2%
-93.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.0% |
| 7D | -4.2% | +4.3% | -8.5% | -7.8% |
| 30D | -1.1% | +14.3% | -15.4% | -11.7% |
| 3M | -7.9% | -4.1% | -3.8% | -5.5% |
| 6M | -1.1% | -9.7% | +8.6% | +6.3% |
| YTD | -12.6% | -7.1% | -5.4% | -9.3% |
| 1Y | -2.4% | -7.4% | +5.1% | +1.4% |
| 3Y | +156.6% | +102.3% | +54.3% | +36.3% |
| 5Y | +61.9% | +35.9% | +26.0% | +17.2% |
| 10Y | +186.5% | +289.2% | -102.7% | +3.9% |
| All | +186.5% | +280.2% | -93.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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