+306.8%
SYF vs BUD
-0.9%
+307.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.4% |
| 7D | -2.1% | +4.5% | -6.6% | -4.6% |
| 30D | +2.5% | +12.5% | -10.0% | -4.2% |
| 3M | -6.3% | 0.0% | -6.3% | -6.7% |
| 6M | -1.5% | +3.8% | -5.2% | -4.3% |
| YTD | -10.5% | +33.1% | -43.6% | -25.6% |
| 1Y | +1.5% | +35.5% | -34.0% | -16.6% |
| 3Y | +163.3% | +49.4% | +113.9% | +95.4% |
| 5Y | +66.8% | +48.0% | +18.7% | +23.1% |
| 10Y | +228.5% | -8.6% | +237.1% | +158.8% |
| All | +306.8% | -0.9% | +307.7% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling