+165.8%
SYF vs BWA
+65.3%
+100.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -2.7% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | +1.0% | -16.1% | +17.1% | +7.8% |
| 3M | -6.4% | -24.6% | +18.2% | +3.8% |
| 6M | +1.0% | -15.7% | +16.7% | +5.3% |
| YTD | -10.7% | +15.1% | -25.8% | -23.8% |
| 1Y | +1.8% | +15.9% | -14.1% | -13.6% |
| 3Y | +165.8% | +67.1% | +98.8% | +77.1% |
| All | +165.8% | +65.3% | +100.5% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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