+90.1%
SYF vs BTDR
+23.8%
+66.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.9% | -0.2% |
| 7D | +2.4% | +20.0% | -17.6% | +1.0% |
| 30D | +0.8% | +11.9% | -11.1% | -0.4% |
| 3M | +13.4% | -36.9% | +50.3% | +15.9% |
| 6M | +16.3% | +56.5% | -40.2% | +10.5% |
| YTD | -3.0% | +10.4% | -13.4% | -6.1% |
| 1Y | +5.7% | +3.1% | +2.6% | +1.0% |
| 3Y | +160.1% | -2.6% | +162.7% | +129.3% |
| 5Y | +88.5% | +25.2% | +63.3% | +67.2% |
| All | +90.1% | +23.8% | +66.3% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling