+170.6%
SYF vs ALK
-45.9%
+216.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.6% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | +1.2% | +7.7% | -6.5% | -3.7% |
| 3M | -9.4% | -19.0% | +9.6% | -0.3% |
| 6M | +4.4% | -0.2% | +4.6% | +1.0% |
| YTD | -11.9% | -23.5% | +11.6% | -4.2% |
| 1Y | -0.4% | -9.1% | +8.7% | -2.1% |
| 3Y | +159.6% | +12.0% | +147.5% | +105.5% |
| 5Y | +60.9% | -30.9% | +91.7% | +66.2% |
| All | +170.6% | -45.9% | +216.5% | +144.3% |
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