+247.6%
SYF vs BTI
+72.6%
+175.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.4% | -2.9% |
| 7D | -5.5% | -2.0% | -3.5% | -4.7% |
| 30D | -3.9% | -3.4% | -0.4% | -2.5% |
| 3M | +8.9% | -9.0% | +17.9% | +13.0% |
| 6M | +16.2% | -5.0% | +21.2% | +17.4% |
| YTD | -8.4% | -0.3% | -8.1% | -10.1% |
| 1Y | +2.6% | +3.1% | -0.5% | -1.2% |
| 3Y | +156.4% | +111.0% | +45.4% | +63.8% |
| 5Y | +78.2% | +117.0% | -38.9% | +11.3% |
| All | +247.6% | +72.6% | +175.0% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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