+180.0%
SYF vs ALB
+35.3%
+144.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.1% |
| 7D | -3.6% | +1.1% | -4.6% | -3.9% |
| 30D | -1.7% | -2.6% | +0.9% | -1.2% |
| 3M | -7.8% | -25.6% | +17.8% | +0.1% |
| 6M | +3.4% | -54.0% | +57.4% | +29.5% |
| YTD | -12.2% | -31.6% | +19.4% | -6.9% |
| 1Y | -1.6% | -6.6% | +5.0% | -6.9% |
| 3Y | +157.8% | -14.0% | +171.8% | +122.1% |
| 5Y | +61.9% | -62.5% | +124.4% | +83.5% |
| 10Y | +180.0% | +36.3% | +143.7% | +71.0% |
| All | +180.0% | +35.3% | +144.7% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling