+340.9%
SYF vs BURL
+700.6%
-359.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.9% |
| 7D | +2.4% | -2.8% | +5.2% | +3.4% |
| 30D | +0.8% | -28.2% | +29.0% | +13.9% |
| 3M | +13.4% | -17.6% | +31.0% | +21.2% |
| 6M | +16.3% | -11.8% | +28.1% | +20.2% |
| YTD | -3.0% | -8.1% | +5.1% | -1.5% |
| 1Y | +5.7% | -12.0% | +17.7% | +7.8% |
| 3Y | +160.1% | +63.3% | +96.8% | +99.7% |
| 5Y | +88.5% | -10.8% | +99.3% | +73.6% |
| 10Y | +263.1% | +215.9% | +47.2% | +132.6% |
| All | +340.9% | +700.6% | -359.7% | +156.3% |
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