+340.9%
SYF vs BUD
-5.1%
+346.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | +0.8% | -5.7% | +6.5% | +4.0% |
| 3M | +13.4% | +3.1% | +10.3% | +11.0% |
| 6M | +16.3% | +7.9% | +8.5% | +10.4% |
| YTD | -3.0% | +27.3% | -30.3% | -17.0% |
| 1Y | +5.7% | +37.8% | -32.1% | -13.9% |
| 3Y | +160.1% | +49.8% | +110.3% | +92.1% |
| 5Y | +88.5% | +43.8% | +44.7% | +41.2% |
| 10Y | +263.1% | -22.6% | +285.7% | +209.0% |
| All | +340.9% | -5.1% | +346.0% | +256.8% |
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