+218.5%
SYF vs ALLE
+222.4%
-4.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | -2.1% | -0.6% | -1.6% | -1.8% |
| 30D | +2.5% | +25.3% | -22.8% | -13.9% |
| 3M | -6.3% | +10.3% | -16.6% | -13.7% |
| 6M | -1.5% | +38.0% | -39.5% | -24.2% |
| YTD | -10.5% | +17.8% | -28.3% | -23.4% |
| 1Y | +1.5% | +13.6% | -12.1% | -10.7% |
| 3Y | +163.3% | +89.2% | +74.1% | +49.7% |
| 5Y | +66.8% | +51.1% | +15.7% | +11.5% |
| All | +218.5% | +222.4% | -4.0% | +38.4% |
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