+72.6%
SYF vs BTDR
-44.0%
+116.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.6% | +9.5% | +1.4% |
| 7D | -2.0% | -6.9% | +4.9% | -1.7% |
| 30D | +1.2% | -31.5% | +32.7% | +3.4% |
| 3M | -9.4% | -36.1% | +26.7% | -7.3% |
| 6M | +4.4% | -57.6% | +62.1% | +8.6% |
| YTD | -11.9% | -50.0% | +38.1% | -10.4% |
| 1Y | -0.4% | -49.6% | +49.2% | +0.9% |
| 3Y | +159.6% | +48.5% | +111.0% | +142.6% |
| 5Y | +60.9% | -43.8% | +104.7% | +49.5% |
| All | +72.6% | -44.0% | +116.6% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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