-3.4%
SYF vs ALM
+7.9%
-11.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.2% |
| 7D | -3.3% | -4.0% | +0.8% | -3.1% |
| 30D | -2.2% | -30.5% | +28.3% | -0.5% |
| 3M | -9.3% | -46.9% | +37.6% | -6.6% |
| 6M | +2.1% | -65.5% | +67.6% | +6.3% |
| YTD | -12.6% | -13.4% | +0.8% | -8.9% |
| 1Y | -3.4% | +9.8% | -13.2% | +1.6% |
| All | -3.4% | +7.9% | -11.4% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling