+159.6%
SYF vs ABCL
+185.8%
-26.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -2.0% | -3.3% | +1.3% | -1.7% |
| 30D | +1.2% | -7.1% | +8.3% | +1.6% |
| 3M | -9.4% | +4.7% | -14.1% | -10.9% |
| 6M | +4.4% | +140.9% | -136.5% | -10.4% |
| YTD | -11.9% | +236.0% | -247.9% | -29.3% |
| 1Y | -0.4% | +217.4% | -217.8% | -19.4% |
| 3Y | +159.6% | +188.7% | -29.1% | +93.8% |
| All | +159.6% | +185.8% | -26.3% | +93.8% |
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