+61.9%
SYF vs ALLE
+53.5%
+8.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.7% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -1.1% | +25.9% | -27.0% | -14.6% |
| 3M | -7.9% | +14.9% | -22.8% | -16.0% |
| 6M | -1.1% | +42.1% | -43.2% | -21.8% |
| YTD | -12.6% | +20.4% | -33.0% | -24.0% |
| 1Y | -2.4% | +14.9% | -17.2% | -12.4% |
| 3Y | +156.6% | +90.1% | +66.5% | +57.8% |
| 5Y | +61.9% | +53.0% | +8.9% | +13.4% |
| All | +61.9% | +53.5% | +8.4% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling