+340.9%
SYF vs BWA
+44.3%
+296.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.4% |
| 7D | +2.4% | +5.7% | -3.3% | -0.6% |
| 30D | +0.8% | +1.4% | -0.6% | -0.2% |
| 3M | +13.4% | -12.1% | +25.5% | +20.3% |
| 6M | +16.3% | +28.6% | -12.2% | -1.3% |
| YTD | -3.0% | +51.1% | -54.1% | -27.4% |
| 1Y | +5.7% | +55.9% | -50.2% | -22.6% |
| 3Y | +160.1% | +70.1% | +90.0% | +75.5% |
| 5Y | +88.5% | +90.7% | -2.2% | +16.8% |
| 10Y | +263.1% | +154.0% | +109.1% | +77.9% |
| All | +340.9% | +44.3% | +296.6% | +146.9% |
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