+92.3%
SYF vs BWA
+88.6%
+3.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.7% |
| 7D | +2.6% | +4.3% | -1.7% | +0.5% |
| 30D | 0.0% | -2.9% | +2.9% | +1.3% |
| 3M | +11.9% | -12.4% | +24.3% | +18.8% |
| 6M | +18.9% | +28.6% | -9.6% | +1.4% |
| YTD | -4.6% | +48.2% | -52.8% | -28.0% |
| 1Y | +6.4% | +50.9% | -44.5% | -21.0% |
| 3Y | +167.2% | +72.2% | +95.0% | +75.6% |
| 5Y | +92.3% | +91.1% | +1.3% | +11.5% |
| All | +92.3% | +88.6% | +3.7% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling