+82.7%
SYF vs BNS
+91.0%
-8.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.0% |
| 7D | -1.3% | -1.3% | 0.0% | -0.2% |
| 30D | -1.1% | +4.0% | -5.1% | -4.6% |
| 3M | +7.4% | +13.8% | -6.4% | -4.1% |
| 6M | +16.2% | +32.7% | -16.5% | -9.0% |
| YTD | -6.1% | +27.6% | -33.7% | -24.3% |
| 1Y | +3.4% | +47.4% | -44.0% | -26.7% |
| 3Y | +162.9% | +129.0% | +33.9% | +22.5% |
| All | +82.7% | +91.0% | -8.3% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling