+109.5%
SYF vs BTSG
+421.3%
-311.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.4% |
| 7D | +2.6% | +5.7% | -3.1% | +1.2% |
| 30D | 0.0% | +0.2% | -0.2% | -0.2% |
| 3M | +11.9% | +5.6% | +6.3% | +9.2% |
| 6M | +18.9% | +50.8% | -31.9% | +4.4% |
| YTD | -4.6% | +67.0% | -71.6% | -19.0% |
| 1Y | +6.4% | +145.5% | -139.2% | -19.8% |
| All | +109.5% | +421.3% | -311.8% | +27.4% |
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