+165.8%
SYF vs ABCL
+196.9%
-31.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.3% |
| 7D | -4.3% | +12.4% | -16.7% | -5.7% |
| 30D | +1.0% | -0.4% | +1.4% | +0.7% |
| 3M | -6.4% | +80.4% | -86.8% | -14.8% |
| 6M | +1.0% | +138.5% | -137.6% | -13.0% |
| YTD | -10.7% | +265.5% | -276.2% | -29.0% |
| 1Y | +1.8% | +219.7% | -217.9% | -17.5% |
| 3Y | +165.8% | +209.4% | -43.6% | +96.9% |
| All | +165.8% | +196.9% | -31.1% | +96.9% |
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