+265.6%
SYF vs BURL
+215.5%
+50.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.0% |
| 7D | +2.4% | -2.8% | +5.2% | +3.5% |
| 30D | +0.8% | -28.2% | +29.0% | +15.0% |
| 3M | +13.4% | -17.6% | +31.0% | +21.8% |
| 6M | +16.3% | -11.8% | +28.1% | +20.5% |
| YTD | -3.0% | -8.1% | +5.1% | -1.4% |
| 1Y | +5.7% | -12.0% | +17.7% | +7.9% |
| 3Y | +160.1% | +63.3% | +96.8% | +93.7% |
| 5Y | +88.5% | -10.8% | +99.3% | +73.0% |
| All | +265.6% | +215.5% | +50.1% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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