+163.3%
SYF vs ABCL
+156.0%
+7.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.2% | -1.2% |
| 7D | -2.1% | -3.2% | +1.0% | -2.0% |
| 30D | +2.5% | -7.4% | +9.9% | +3.0% |
| 3M | -6.3% | +81.9% | -88.2% | -14.9% |
| 6M | -1.5% | +135.7% | -137.2% | -15.1% |
| YTD | -10.5% | +247.4% | -257.9% | -28.4% |
| 1Y | +1.5% | +162.3% | -160.7% | -15.4% |
| 3Y | +163.3% | +165.5% | -2.2% | +99.6% |
| All | +163.3% | +156.0% | +7.2% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling