+163.3%
SYF vs BN
+90.6%
+72.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | -2.1% | +5.3% | -7.5% | -6.1% |
| 30D | +2.5% | +11.9% | -9.4% | -5.9% |
| 3M | -6.3% | -5.7% | -0.5% | -2.7% |
| 6M | -1.5% | -10.6% | +9.2% | +6.1% |
| YTD | -10.5% | -9.4% | -1.1% | -5.4% |
| 1Y | +1.5% | -8.8% | +10.3% | +6.5% |
| 3Y | +163.3% | +95.6% | +67.6% | +71.4% |
| All | +163.3% | +90.6% | +72.6% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling