+174.7%
SYF vs BN
+85.7%
+89.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.4% | -2.5% | +4.9% | +4.1% |
| 30D | +0.8% | -9.5% | +10.3% | +7.9% |
| 3M | +13.4% | -10.4% | +23.8% | +22.2% |
| 6M | +16.3% | -6.4% | +22.7% | +21.0% |
| YTD | -3.0% | -11.9% | +8.9% | +4.7% |
| 1Y | +5.7% | -8.6% | +14.3% | +10.7% |
| All | +174.7% | +85.7% | +89.0% | +93.7% |
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