+305.8%
SYF vs BWA
+9.9%
+295.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -3.6% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | +1.0% | -16.1% | +17.1% | +10.3% |
| 3M | -6.4% | -24.6% | +18.2% | +7.7% |
| 6M | +1.0% | -15.7% | +16.7% | +7.4% |
| YTD | -10.7% | +15.1% | -25.8% | -23.4% |
| 1Y | +1.8% | +15.9% | -14.1% | -13.1% |
| 3Y | +165.8% | +67.1% | +98.8% | +79.3% |
| 5Y | +65.9% | +34.7% | +31.2% | +23.4% |
| 10Y | +206.0% | +99.5% | +106.5% | +70.4% |
| All | +305.8% | +9.9% | +295.8% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling