+167.1%
SYF vs ABCL
+104.5%
+62.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | +0.8% | +93.1% | -92.2% | -8.6% |
| 3M | +13.4% | +79.4% | -66.0% | +3.1% |
| 6M | +16.3% | +214.9% | -198.5% | -3.6% |
| YTD | -3.0% | +234.2% | -237.2% | -21.2% |
| 1Y | +5.7% | +174.8% | -169.0% | -13.0% |
| All | +167.1% | +104.5% | +62.7% | +98.5% |
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