+308.6%
SYF vs ALLE
+320.4%
-11.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | +0.7% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +2.6% | +20.6% | -17.9% | -10.8% |
| 3M | -6.5% | +11.4% | -17.9% | -14.2% |
| 6M | +0.8% | +42.5% | -41.7% | -23.2% |
| YTD | -10.1% | +18.9% | -29.0% | -22.9% |
| 1Y | +0.8% | +14.2% | -13.3% | -11.0% |
| 3Y | +158.8% | +90.7% | +68.1% | +51.8% |
| 5Y | +67.5% | +52.5% | +15.0% | +14.2% |
| 10Y | +230.0% | +231.2% | -1.2% | +46.6% |
| All | +308.6% | +320.4% | -11.7% | +72.0% |
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 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