+101.0%
SYF vs BTSG
+382.3%
-281.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.6% | +4.2% | -0.8% |
| 7D | -5.5% | -5.8% | +0.3% | -4.2% |
| 30D | -3.9% | 0.0% | -3.8% | -4.0% |
| 3M | +8.9% | -4.5% | +13.4% | +8.9% |
| 6M | +16.2% | +40.0% | -23.8% | +3.8% |
| YTD | -8.4% | +54.6% | -63.0% | -20.7% |
| 1Y | +2.6% | +106.1% | -103.5% | -18.7% |
| All | +101.0% | +382.3% | -281.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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