+159.6%
SYF vs ALM
+909.2%
-749.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.4% |
| 7D | -2.0% | +1.2% | -3.3% | -2.1% |
| 30D | +1.2% | -19.3% | +20.5% | +2.2% |
| 3M | -9.4% | -40.6% | +31.3% | -7.2% |
| 6M | +4.4% | -57.9% | +62.3% | +8.2% |
| YTD | -11.9% | -6.7% | -5.2% | -12.8% |
| 1Y | -0.4% | +20.2% | -20.6% | -2.9% |
| 3Y | +159.6% | +879.4% | -719.9% | +127.5% |
| All | +159.6% | +909.2% | -749.6% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling