+340.9%
SYF vs ALLY
+152.6%
+188.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 6M | +16.3% | +9.7% | +6.6% | +8.4% |
| YTD | -3.0% | -1.4% | -1.6% | -2.0% |
| 1Y | +5.7% | +8.2% | -2.5% | -0.8% |
| 3Y | +160.1% | +66.5% | +93.6% | +72.3% |
| 5Y | +88.5% | +1.2% | +87.3% | +74.9% |
| 10Y | +263.1% | +191.4% | +71.6% | +56.0% |
| All | +340.9% | +152.6% | +188.3% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling