+167.1%
SYF vs BURL
+63.9%
+103.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.7% |
| 7D | +2.4% | -2.8% | +5.2% | +3.2% |
| 30D | +0.8% | -28.2% | +29.0% | +11.4% |
| 3M | +13.4% | -17.6% | +31.0% | +19.7% |
| 6M | +16.3% | -11.8% | +28.1% | +19.5% |
| YTD | -3.0% | -8.1% | +5.1% | -1.8% |
| 1Y | +5.7% | -12.0% | +17.7% | +7.7% |
| All | +167.1% | +63.9% | +103.2% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling