+91.8%
SYF vs BTSG
+495.4%
-403.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -3.3% | +8.5% | -11.7% | -5.1% |
| 30D | -2.2% | +14.0% | -16.2% | -5.5% |
| 3M | -9.3% | +19.7% | -29.1% | -13.7% |
| 6M | +2.1% | +28.7% | -26.7% | -5.9% |
| YTD | -12.6% | +90.8% | -103.4% | -28.5% |
| 1Y | -3.4% | +112.4% | -115.8% | -23.5% |
| All | +91.8% | +495.4% | -403.6% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling