+186.5%
SYF vs ALK
-39.7%
+226.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -4.2% | +12.9% | -17.1% | -10.6% |
| 30D | -1.1% | +5.5% | -6.6% | -4.8% |
| 3M | -7.9% | -12.1% | +4.2% | -2.8% |
| 6M | -1.1% | +1.7% | -2.8% | -5.1% |
| YTD | -12.6% | -17.4% | +4.8% | -8.6% |
| 1Y | -2.4% | -1.9% | -0.4% | -7.7% |
| 3Y | +156.6% | +21.2% | +135.4% | +95.0% |
| 5Y | +61.9% | -27.8% | +89.7% | +63.9% |
| 10Y | +186.5% | -41.0% | +227.5% | +145.1% |
| All | +186.5% | -39.7% | +226.2% | +145.1% |
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