+340.9%
SYF vs ALK
+3.8%
+337.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 3M | +13.4% | -1.5% | +14.9% | +12.8% |
| 6M | +16.3% | -13.1% | +29.4% | +20.7% |
| YTD | -3.0% | -16.4% | +13.4% | +1.8% |
| 1Y | +5.7% | -33.1% | +38.8% | +23.2% |
| 3Y | +160.1% | +0.6% | +159.5% | +127.1% |
| 5Y | +88.5% | -26.4% | +114.9% | +91.5% |
| 10Y | +263.1% | -34.2% | +297.2% | +220.5% |
| All | +340.9% | +3.8% | +337.1% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling