+340.9%
SYF vs BR
+429.0%
-88.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +2.0% |
| 7D | +2.4% | -5.3% | +7.7% | +5.6% |
| 30D | +0.8% | +6.4% | -5.6% | -3.1% |
| 3M | +13.4% | +13.6% | -0.2% | +4.2% |
| 6M | +16.3% | -6.7% | +23.0% | +19.2% |
| YTD | -3.0% | -21.1% | +18.1% | +9.5% |
| 1Y | +5.7% | -29.6% | +35.3% | +28.0% |
| 3Y | +160.1% | -2.4% | +162.5% | +154.4% |
| 5Y | +88.5% | +11.2% | +77.3% | +65.6% |
| 10Y | +263.1% | +191.8% | +71.3% | +89.3% |
| All | +340.9% | +429.0% | -88.1% | +69.2% |
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