+91.3%
SYF vs ALLE
+13.7%
+77.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | +0.8% | -6.8% | +7.6% | +5.3% |
| 3M | +13.4% | +21.0% | -7.6% | -0.4% |
| 6M | +16.3% | +1.1% | +15.2% | +14.4% |
| YTD | -3.0% | -0.5% | -2.5% | -4.5% |
| 1Y | +5.7% | -7.3% | +13.0% | +8.8% |
| 3Y | +160.1% | +42.3% | +117.9% | +94.5% |
| All | +91.3% | +13.7% | +77.6% | +60.0% |
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