+159.4%
SYF vs BTDR
+7.6%
+151.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.4% |
| 7D | -1.3% | +14.8% | -16.1% | -2.6% |
| 30D | -1.1% | +41.8% | -42.9% | -4.5% |
| 3M | +7.4% | -29.2% | +36.6% | +9.4% |
| 6M | +16.2% | +66.2% | -50.0% | +8.1% |
| YTD | -6.1% | +10.0% | -16.1% | -10.0% |
| 1Y | +3.4% | -11.0% | +14.4% | -1.3% |
| All | +159.4% | +7.6% | +151.8% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling