+300.4%
SYF vs BTG
+134.8%
+165.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -2.0% | -9.1% | +7.1% | -1.7% |
| 30D | +1.2% | -1.6% | +2.8% | +1.2% |
| 3M | -9.4% | -2.8% | -6.6% | -9.3% |
| 6M | +4.4% | -7.6% | +12.0% | +4.4% |
| YTD | -11.9% | +10.2% | -22.2% | -12.7% |
| 1Y | -0.4% | +21.3% | -21.7% | -1.6% |
| 3Y | +159.6% | +82.7% | +76.9% | +151.4% |
| 5Y | +60.9% | +30.8% | +30.1% | +56.1% |
| 10Y | +180.9% | +163.7% | +17.2% | +180.3% |
| All | +300.4% | +134.8% | +165.6% | +312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling