+2.6%
SYF vs BROS
-33.2%
+35.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.7% |
| 7D | -5.5% | -6.1% | +0.5% | -4.1% |
| 30D | -3.9% | -12.4% | +8.5% | -0.9% |
| 3M | +8.9% | -27.9% | +36.9% | +15.8% |
| 6M | +16.2% | -16.8% | +33.0% | +17.1% |
| YTD | -8.4% | -29.0% | +20.6% | -3.6% |
| 1Y | +2.6% | -33.2% | +35.8% | +6.1% |
| All | +2.6% | -33.2% | +35.8% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling