+186.5%
SYF vs ALLE
+217.2%
-30.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.7% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 30D | -1.1% | +25.9% | -27.0% | -17.2% |
| 3M | -7.9% | +14.9% | -22.8% | -17.8% |
| 6M | -1.1% | +42.1% | -43.2% | -25.5% |
| YTD | -12.6% | +20.4% | -33.0% | -26.4% |
| 1Y | -2.4% | +14.9% | -17.2% | -14.8% |
| 3Y | +156.6% | +90.1% | +66.5% | +45.8% |
| 5Y | +61.9% | +53.0% | +8.9% | +7.4% |
| 10Y | +186.5% | +208.8% | -22.4% | +29.7% |
| All | +186.5% | +217.2% | -30.8% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling