+340.9%
SYF vs BTG
+167.4%
+173.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | +2.4% | -0.9% | +3.3% | +2.4% |
| 30D | +0.8% | +36.8% | -36.0% | -0.3% |
| 3M | +13.4% | +23.1% | -9.7% | +12.4% |
| 6M | +16.3% | +3.5% | +12.9% | +15.8% |
| YTD | -3.0% | +25.5% | -28.5% | -4.2% |
| 1Y | +5.7% | +40.1% | -34.4% | +3.9% |
| 3Y | +160.1% | +101.1% | +59.0% | +151.1% |
| 5Y | +88.5% | +70.6% | +17.9% | +82.1% |
| 10Y | +263.1% | +152.1% | +110.9% | +259.9% |
| All | +340.9% | +167.4% | +173.5% | +352.4% |
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