+305.8%
SYF vs BN
+371.0%
-65.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -3.6% |
| 7D | -4.3% | +3.6% | -7.9% | -7.2% |
| 30D | +1.0% | +15.9% | -14.8% | -10.2% |
| 3M | -6.4% | -2.3% | -4.1% | -5.4% |
| 6M | +1.0% | -8.4% | +9.4% | +7.0% |
| YTD | -10.7% | -5.9% | -4.9% | -8.4% |
| 1Y | +1.8% | -5.6% | +7.3% | +4.0% |
| 3Y | +165.8% | +104.2% | +61.6% | +47.4% |
| 5Y | +65.9% | +35.5% | +30.4% | +23.5% |
| 10Y | +206.0% | +285.2% | -79.2% | +18.0% |
| All | +305.8% | +371.0% | -65.3% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling