+250.1%
SYF vs BR
+189.7%
+60.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -4.9% | -3.0% | -1.9% | -3.2% |
| 30D | -4.3% | -0.3% | -4.0% | -4.4% |
| 3M | +5.5% | +17.3% | -11.8% | -5.1% |
| 6M | +17.5% | -6.7% | +24.2% | +20.6% |
| YTD | -7.8% | -23.4% | +15.7% | +6.4% |
| 1Y | +1.6% | -32.7% | +34.3% | +27.3% |
| 3Y | +154.8% | -5.9% | +160.7% | +154.3% |
| 5Y | +79.5% | +8.4% | +71.0% | +58.8% |
| All | +250.1% | +189.7% | +60.4% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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