+250.1%
SYF vs BTG
+159.3%
+90.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -4.9% | -3.8% | -1.2% | -4.7% |
| 30D | -4.3% | +3.6% | -7.9% | -4.5% |
| 3M | +5.5% | +32.0% | -26.5% | +3.7% |
| 6M | +17.5% | +3.4% | +14.1% | +16.7% |
| YTD | -7.8% | +20.8% | -28.6% | -9.5% |
| 1Y | +1.6% | +22.4% | -20.8% | -0.6% |
| 3Y | +154.8% | +91.7% | +63.1% | +140.3% |
| 5Y | +79.5% | +79.0% | +0.5% | +69.0% |
| All | +250.1% | +159.3% | +90.8% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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