+250.1%
SYF vs BNS
+188.9%
+61.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.1% |
| 7D | -4.9% | -0.4% | -4.5% | -4.5% |
| 30D | -4.3% | +3.5% | -7.8% | -8.0% |
| 3M | +5.5% | +14.1% | -8.6% | -8.4% |
| 6M | +17.5% | +33.8% | -16.3% | -13.7% |
| YTD | -7.8% | +29.5% | -37.2% | -30.3% |
| 1Y | +1.6% | +48.4% | -46.8% | -33.6% |
| 3Y | +154.8% | +129.6% | +25.2% | +1.3% |
| 5Y | +79.5% | +96.1% | -16.6% | -14.9% |
| All | +250.1% | +188.9% | +61.2% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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