+181.1%
SYF vs ABCL
-81.3%
+262.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | +13.4% | +79.4% | -66.0% | +4.3% |
| 6M | +16.3% | +214.9% | -198.5% | -0.7% |
| YTD | -3.0% | +234.2% | -237.2% | -18.5% |
| 1Y | +5.7% | +174.8% | -169.0% | -10.1% |
| 3Y | +160.1% | +104.5% | +55.6% | +116.6% |
| 5Y | +88.5% | -39.0% | +127.5% | +67.3% |
| All | +181.1% | -81.3% | +262.4% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling