+308.6%
SYF vs ALK
-4.4%
+313.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | +0.4% |
| 7D | -3.8% | +7.1% | -10.8% | -7.4% |
| 30D | +2.6% | -3.0% | +5.6% | +3.5% |
| 3M | -6.5% | -25.6% | +19.1% | +7.2% |
| 6M | +0.8% | +0.5% | +0.3% | -2.3% |
| YTD | -10.1% | -23.1% | +13.0% | -2.5% |
| 1Y | +0.8% | -7.5% | +8.4% | -1.3% |
| 3Y | +158.8% | +15.3% | +143.5% | +106.8% |
| 5Y | +67.5% | -34.8% | +102.3% | +80.0% |
| 10Y | +230.0% | -41.2% | +271.1% | +204.3% |
| All | +308.6% | -4.4% | +313.0% | +248.6% |
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