+61.0%
SYF vs BR
+18.8%
+42.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -2.0% | +1.1% | -3.1% | -2.5% |
| 30D | +1.2% | +14.4% | -13.2% | -5.4% |
| 3M | -9.4% | +12.4% | -21.8% | -14.8% |
| 6M | +4.4% | +35.4% | -31.0% | -11.6% |
| YTD | -11.9% | -12.2% | +0.2% | -5.7% |
| 1Y | -0.4% | -12.7% | +12.3% | +7.1% |
| 3Y | +159.6% | +14.3% | +145.3% | +135.4% |
| All | +61.0% | +18.8% | +42.3% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling