+300.4%
SYF vs BR
+488.9%
-188.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.6% |
| 30D | +1.2% | +14.4% | -13.2% | -6.5% |
| 3M | -9.4% | +12.4% | -21.8% | -15.7% |
| 6M | +4.4% | +35.4% | -31.0% | -13.9% |
| YTD | -11.9% | -12.2% | +0.2% | -6.8% |
| 1Y | -0.4% | -12.7% | +12.3% | +5.8% |
| 3Y | +159.6% | +14.3% | +145.3% | +130.6% |
| 5Y | +60.9% | +19.3% | +41.6% | +36.1% |
| 10Y | +180.9% | +278.1% | -97.2% | +28.7% |
| All | +300.4% | +488.9% | -188.5% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling