+61.9%
SYF vs BTI
+154.4%
-92.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -3.6% | -3.0% | -0.5% | -2.7% |
| 30D | -1.7% | +9.8% | -11.5% | -4.5% |
| 3M | -7.8% | +9.2% | -17.0% | -10.4% |
| 6M | +3.4% | +4.0% | -0.7% | +1.5% |
| YTD | -12.2% | +12.7% | -24.9% | -16.7% |
| 1Y | -1.6% | +15.9% | -17.5% | -7.7% |
| 3Y | +157.8% | +148.9% | +8.8% | +60.9% |
| 5Y | +61.9% | +152.8% | -90.9% | -8.5% |
| All | +61.9% | +154.4% | -92.5% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling