+1.5%
SYF vs ABCL
+152.2%
-150.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.2% | -0.9% |
| 7D | -2.1% | -3.2% | +1.0% | -2.0% |
| 30D | +2.5% | -7.4% | +9.9% | +2.9% |
| 3M | -6.3% | +81.9% | -88.2% | -12.3% |
| 6M | -1.5% | +135.7% | -137.2% | -11.6% |
| YTD | -10.5% | +247.4% | -257.9% | -25.4% |
| 1Y | +1.5% | +162.3% | -160.7% | -11.3% |
| All | +1.5% | +152.2% | -150.7% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling