+66.9%
SYF vs BROS
+8.6%
+58.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.7% |
| 7D | -4.2% | -19.0% | +14.8% | -0.9% |
| 30D | -1.1% | -7.3% | +6.2% | -0.4% |
| 3M | -7.9% | -31.2% | +23.3% | -2.0% |
| 6M | -1.1% | -33.0% | +32.0% | +4.8% |
| YTD | -12.6% | -42.4% | +29.8% | -5.3% |
| 1Y | -2.4% | -37.7% | +35.4% | +4.2% |
| 3Y | +156.6% | +28.2% | +128.4% | +132.3% |
| 5Y | +61.9% | -43.4% | +105.2% | +52.1% |
| All | +66.9% | +8.6% | +58.3% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling