+93.4%
SYF vs BTSG
+493.4%
-400.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -2.0% | +6.0% | -8.1% | -3.4% |
| 30D | +1.2% | +12.4% | -11.2% | -1.9% |
| 3M | -9.4% | +18.2% | -27.6% | -13.5% |
| 6M | +4.4% | +26.0% | -21.6% | -3.2% |
| YTD | -11.9% | +90.1% | -102.1% | -27.8% |
| 1Y | -0.4% | +124.3% | -124.7% | -22.3% |
| All | +93.4% | +493.4% | -400.0% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling