+340.9%
SYF vs ALB
+125.4%
+215.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.4% |
| 7D | +2.4% | -8.1% | +10.5% | +4.9% |
| 30D | +0.8% | +6.3% | -5.4% | -1.4% |
| 3M | +13.4% | -23.6% | +37.0% | +21.8% |
| 6M | +16.3% | -24.6% | +41.0% | +23.2% |
| YTD | -3.0% | -10.3% | +7.3% | -4.7% |
| 1Y | +5.7% | +61.5% | -55.7% | -16.6% |
| 3Y | +160.1% | -34.0% | +194.1% | +155.8% |
| 5Y | +88.5% | -44.6% | +133.1% | +86.7% |
| 10Y | +263.1% | +76.1% | +187.0% | +107.5% |
| All | +340.9% | +125.4% | +215.5% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling