+384.5%
ALAB vs SYF
+93.0%
+291.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +5.0% |
| 7D | +9.6% | -1.3% | +11.0% | +10.5% |
| 30D | -5.3% | -1.1% | -4.2% | -4.8% |
| 3M | -12.0% | +7.4% | -19.4% | -16.2% |
| 6M | +145.7% | +16.2% | +129.5% | +122.0% |
| YTD | +80.7% | -6.1% | +86.8% | +82.3% |
| 1Y | +40.1% | +3.4% | +36.7% | +32.0% |
| All | +384.5% | +93.0% | +291.5% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling