+180.0%
SYF vs ALLY
+182.4%
-2.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | -0.8% |
| 7D | -3.6% | -2.8% | -0.8% | -1.5% |
| 30D | -1.7% | +1.9% | -3.6% | -3.3% |
| 3M | -7.8% | -12.1% | +4.3% | +1.8% |
| 6M | +3.4% | -9.0% | +12.4% | +11.1% |
| YTD | -12.2% | -12.9% | +0.7% | -2.5% |
| 1Y | -1.6% | -0.1% | -1.5% | -2.0% |
| 3Y | +157.8% | +64.6% | +93.2% | +67.9% |
| 5Y | +61.9% | -10.1% | +72.0% | +63.8% |
| 10Y | +180.0% | +176.7% | +3.3% | +10.9% |
| All | +180.0% | +182.4% | -2.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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