+262.7%
SYF vs BN
+257.9%
+4.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.1% |
| 7D | -1.3% | -3.0% | +1.7% | +1.1% |
| 30D | -1.1% | -13.0% | +11.9% | +10.5% |
| 3M | +7.4% | -15.2% | +22.6% | +22.5% |
| 6M | +16.2% | -5.9% | +22.1% | +20.8% |
| YTD | -6.1% | -15.8% | +9.7% | +6.1% |
| 1Y | +3.4% | -12.2% | +15.6% | +12.4% |
| 3Y | +162.9% | +72.2% | +90.6% | +59.4% |
| 5Y | +85.6% | +33.2% | +52.4% | +36.0% |
| 10Y | +262.7% | +264.7% | -1.9% | +39.8% |
| All | +262.7% | +257.9% | +4.8% | +39.8% |
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