+159.6%
SYF vs ALK
+13.2%
+146.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | -2.0% | -1.2% | -0.8% | -1.8% |
| 30D | +1.2% | +7.7% | -6.5% | -2.3% |
| 3M | -9.4% | -19.0% | +9.6% | -2.6% |
| 6M | +4.4% | -0.2% | +4.6% | +2.4% |
| YTD | -11.9% | -23.5% | +11.6% | -5.5% |
| 1Y | -0.4% | -9.1% | +8.7% | -0.8% |
| 3Y | +159.6% | +12.0% | +147.5% | +141.5% |
| All | +159.6% | +13.2% | +146.4% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling