+380.6%
ALNY vs SYF
+333.7%
+46.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.8% |
| 7D | +5.7% | +2.6% | +3.1% | +5.0% |
| 30D | +18.7% | 0.0% | +18.6% | +18.7% |
| 3M | -11.0% | +11.9% | -22.9% | -14.2% |
| 6M | -18.9% | +18.9% | -37.8% | -23.2% |
| YTD | -34.6% | -4.6% | -30.0% | -34.4% |
| 1Y | -42.8% | +6.4% | -49.2% | -44.5% |
| 3Y | +29.1% | +167.2% | -138.0% | -6.2% |
| 5Y | +39.6% | +92.3% | -52.7% | +7.6% |
| 10Y | +253.8% | +263.2% | -9.4% | +94.4% |
| All | +380.6% | +333.7% | +46.9% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling