+250.1%
SYF vs BRO
+294.2%
-44.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | -4.9% | -7.3% | +2.4% | -0.3% |
| 30D | -4.3% | -6.9% | +2.5% | -0.2% |
| 3M | +5.5% | +10.7% | -5.2% | -2.9% |
| 6M | +17.5% | -2.7% | +20.2% | +16.7% |
| YTD | -7.8% | -16.3% | +8.5% | +1.2% |
| 1Y | +1.6% | -29.1% | +30.7% | +24.1% |
| 3Y | +154.8% | -7.8% | +162.6% | +143.5% |
| 5Y | +79.5% | +18.7% | +60.7% | +29.4% |
| All | +250.1% | +294.2% | -44.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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