+206.0%
SYF vs BUD
-8.7%
+214.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.5% |
| 7D | -4.3% | +1.3% | -5.6% | -5.1% |
| 30D | +1.0% | +10.0% | -9.0% | -4.7% |
| 3M | -6.4% | +1.6% | -8.0% | -7.8% |
| 6M | +1.0% | +6.5% | -5.5% | -3.5% |
| YTD | -10.7% | +34.8% | -45.6% | -27.0% |
| 1Y | +1.8% | +36.5% | -34.7% | -17.5% |
| 3Y | +165.8% | +49.0% | +116.9% | +94.7% |
| 5Y | +65.9% | +51.7% | +14.2% | +18.3% |
| 10Y | +206.0% | -7.5% | +213.5% | +124.2% |
| All | +206.0% | -8.7% | +214.7% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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