+79.2%
SYF vs BROS
+38.3%
+40.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.2% |
| 7D | -1.3% | -6.6% | +5.3% | -0.1% |
| 30D | -1.1% | -12.3% | +11.3% | +1.3% |
| 3M | +7.4% | -22.2% | +29.6% | +11.6% |
| 6M | +16.2% | -14.3% | +30.5% | +18.0% |
| YTD | -6.1% | -26.6% | +20.4% | -2.1% |
| 1Y | +3.4% | -31.5% | +34.9% | +8.8% |
| 3Y | +162.9% | +62.3% | +100.6% | +128.9% |
| All | +79.2% | +38.3% | +40.9% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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