+306.8%
SYF vs BN
+353.6%
-46.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | -2.1% | +5.3% | -7.5% | -6.3% |
| 30D | +2.5% | +11.9% | -9.4% | -6.4% |
| 3M | -6.3% | -5.7% | -0.5% | -2.6% |
| 6M | -1.5% | -10.6% | +9.2% | +6.5% |
| YTD | -10.5% | -9.4% | -1.1% | -5.3% |
| 1Y | +1.5% | -8.8% | +10.3% | +6.6% |
| 3Y | +163.3% | +95.6% | +67.6% | +51.0% |
| 5Y | +66.8% | +30.2% | +36.6% | +28.1% |
| 10Y | +228.5% | +277.0% | -48.5% | +29.6% |
| All | +306.8% | +353.6% | -46.8% | +47.5% |
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