+300.4%
SYF vs BNS
+148.0%
+152.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -2.0% | +0.9% | -2.9% | -2.9% |
| 30D | +1.2% | +2.8% | -1.6% | -1.6% |
| 3M | -9.4% | +3.0% | -12.4% | -12.5% |
| 6M | +4.4% | +23.3% | -18.8% | -14.6% |
| YTD | -11.9% | +29.3% | -41.3% | -31.4% |
| 1Y | -0.4% | +41.7% | -42.1% | -28.9% |
| 3Y | +159.6% | +147.7% | +11.8% | +7.5% |
| 5Y | +60.9% | +79.4% | -18.5% | -8.9% |
| 10Y | +180.9% | +188.5% | -7.6% | +7.6% |
| All | +300.4% | +148.0% | +152.4% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling