+263.2%
SYF vs ALM
+3,219.4%
-2,956.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -2.0% |
| 7D | +2.6% | +8.4% | -5.8% | +2.2% |
| 30D | 0.0% | +34.8% | -34.8% | -1.3% |
| 3M | +11.9% | +16.2% | -4.3% | +10.8% |
| 6M | +18.9% | +2.1% | +16.8% | +17.7% |
| YTD | -4.6% | +117.0% | -121.6% | -8.6% |
| 1Y | +6.4% | +313.9% | -307.5% | -1.1% |
| 3Y | +167.2% | +2,327.9% | -2,160.8% | +126.8% |
| 5Y | +92.3% | +1,040.6% | -948.3% | +66.2% |
| 10Y | +263.2% | +3,219.4% | -2,956.3% | +199.2% |
| All | +263.2% | +3,219.4% | -2,956.3% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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