+340.9%
SYF vs ALLE
+251.7%
+89.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.6% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | +0.8% | -6.8% | +7.6% | +5.9% |
| 3M | +13.4% | +21.0% | -7.6% | -2.1% |
| 6M | +16.3% | +1.1% | +15.2% | +13.9% |
| YTD | -3.0% | -0.5% | -2.5% | -4.8% |
| 1Y | +5.7% | -7.3% | +13.0% | +8.9% |
| 3Y | +160.1% | +42.3% | +117.9% | +90.4% |
| 5Y | +88.5% | +13.5% | +75.0% | +60.8% |
| 10Y | +263.1% | +144.0% | +119.0% | +95.5% |
| All | +340.9% | +251.7% | +89.2% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling