+167.2%
SYF vs BROS
+64.7%
+102.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | +2.6% | -0.9% | +3.5% | +2.8% |
| 30D | 0.0% | -13.5% | +13.5% | +2.8% |
| 3M | +11.9% | -18.4% | +30.4% | +15.3% |
| 6M | +18.9% | -10.6% | +29.5% | +19.6% |
| YTD | -4.6% | -25.1% | +20.5% | -0.9% |
| 1Y | +6.4% | -28.6% | +35.0% | +11.0% |
| 3Y | +167.2% | +65.6% | +101.6% | +147.2% |
| All | +167.2% | +64.7% | +102.5% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling