+250.1%
SYF vs BRKR
+155.3%
+94.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -4.9% | -8.7% | +3.7% | -1.9% |
| 30D | -4.3% | -9.9% | +5.5% | -1.1% |
| 3M | +5.5% | -3.1% | +8.6% | +3.9% |
| 6M | +17.5% | +45.5% | -28.0% | -2.8% |
| YTD | -7.8% | +13.7% | -21.5% | -16.8% |
| 1Y | +1.6% | +67.4% | -65.8% | -22.4% |
| 3Y | +154.8% | -13.2% | +168.0% | +133.7% |
| 5Y | +79.5% | -39.5% | +118.9% | +87.9% |
| All | +250.1% | +155.3% | +94.8% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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