+92.3%
SYF vs BTI
+115.0%
-22.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +2.6% | -1.4% | +4.0% | +3.0% |
| 30D | 0.0% | -7.0% | +7.1% | +2.2% |
| 3M | +11.9% | -6.3% | +18.2% | +13.7% |
| 6M | +18.9% | -2.0% | +20.9% | +18.3% |
| YTD | -4.6% | +0.2% | -4.8% | -6.1% |
| 1Y | +6.4% | +3.8% | +2.6% | +3.2% |
| 3Y | +167.2% | +112.1% | +55.1% | +77.7% |
| 5Y | +92.3% | +113.6% | -21.3% | +24.9% |
| All | +92.3% | +115.0% | -22.6% | +24.9% |
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