+308.6%
SYF vs BURL
+656.7%
-348.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.2% |
| 7D | -3.8% | +3.5% | -7.2% | -5.1% |
| 30D | +2.6% | -9.3% | +11.9% | +6.2% |
| 3M | -6.5% | -32.1% | +25.6% | +7.1% |
| 6M | +0.8% | -19.8% | +20.6% | +7.5% |
| YTD | -10.1% | -13.2% | +3.1% | -7.4% |
| 1Y | +0.8% | -7.8% | +8.7% | +0.6% |
| 3Y | +158.8% | +89.3% | +69.5% | +86.1% |
| 5Y | +67.5% | -15.8% | +83.3% | +56.8% |
| 10Y | +230.0% | +262.2% | -32.2% | +108.5% |
| All | +308.6% | +656.7% | -348.1% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling