+167.1%
SYF vs ALLY
+63.1%
+104.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | +2.4% | +3.7% | -1.3% | -0.3% |
| 30D | +0.8% | -2.3% | +3.1% | +2.6% |
| 3M | +13.4% | +3.8% | +9.6% | +10.5% |
| 6M | +16.3% | +9.7% | +6.6% | +8.5% |
| YTD | -3.0% | -1.4% | -1.6% | -2.0% |
| 1Y | +5.7% | +8.2% | -2.5% | -0.5% |
| All | +167.1% | +63.1% | +104.0% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling