+85.2%
SYF vs BROS
+43.3%
+41.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +2.4% | -6.7% | +9.1% | +3.7% |
| 30D | +0.8% | -29.1% | +29.9% | +7.1% |
| 3M | +13.4% | -16.7% | +30.1% | +16.3% |
| 6M | +16.3% | -11.6% | +28.0% | +17.4% |
| YTD | -3.0% | -23.9% | +20.9% | +0.5% |
| 1Y | +5.7% | -34.8% | +40.5% | +12.2% |
| 3Y | +160.1% | +62.1% | +98.0% | +126.5% |
| All | +85.2% | +43.3% | +41.8% | +68.8% |
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