+66.5%
SYF vs ALK
-34.8%
+101.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.7% |
| 7D | -2.1% | +9.0% | -11.2% | -6.4% |
| 30D | +2.5% | -1.6% | +4.2% | +2.7% |
| 3M | -6.3% | -23.2% | +16.9% | +5.0% |
| 6M | -1.5% | -3.9% | +2.4% | -2.1% |
| YTD | -10.5% | -22.6% | +12.1% | -3.3% |
| 1Y | +1.5% | -5.3% | +6.8% | -1.7% |
| 3Y | +163.3% | +18.6% | +144.7% | +98.6% |
| All | +66.5% | -34.8% | +101.3% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling