+262.9%
SYF vs ALK
-35.2%
+298.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.7% |
| 7D | +2.4% | -0.7% | +3.1% | +2.7% |
| 30D | +0.8% | -19.2% | +20.1% | +12.4% |
| 3M | +13.4% | -1.5% | +14.9% | +12.7% |
| 6M | +16.3% | -13.1% | +29.4% | +20.8% |
| YTD | -3.0% | -16.4% | +13.4% | +1.9% |
| 1Y | +5.7% | -33.1% | +38.8% | +24.0% |
| 3Y | +160.1% | +0.6% | +159.5% | +123.9% |
| 5Y | +88.5% | -26.4% | +114.9% | +90.4% |
| All | +262.9% | -35.2% | +298.1% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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