+4.1%
SYF vs ALLE
+18.6%
-14.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | -0.4% | +6.7% | -7.1% | -2.5% |
| 30D | +4.4% | +25.4% | -21.0% | -3.5% |
| 3M | -4.7% | +16.9% | -21.7% | -9.7% |
| 6M | +1.9% | +46.6% | -44.6% | -11.6% |
| YTD | -8.9% | +22.4% | -31.4% | -20.2% |
| 1Y | +4.1% | +17.7% | -13.7% | -6.3% |
| All | +4.1% | +18.6% | -14.5% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling