+79.4%
SYF vs BTDR
+15.3%
+64.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | -2.0% |
| 7D | -5.5% | -3.2% | -2.3% | -5.3% |
| 30D | -3.9% | +32.7% | -36.5% | -6.0% |
| 3M | +8.9% | -28.4% | +37.3% | +10.4% |
| 6M | +16.2% | +51.7% | -35.5% | +10.7% |
| YTD | -8.4% | +2.9% | -11.3% | -10.9% |
| 1Y | +2.6% | -15.5% | +18.1% | -0.5% |
| 3Y | +156.4% | 0.0% | +156.4% | +127.6% |
| 5Y | +78.2% | +16.5% | +61.7% | +58.8% |
| All | +79.4% | +15.3% | +64.1% | +58.7% |
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