+66.5%
SYF vs ALM
+396.4%
-329.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.5% |
| 7D | -2.1% | -6.7% | +4.5% | -1.8% |
| 30D | +2.5% | -32.9% | +35.4% | +4.3% |
| 3M | -6.3% | -39.5% | +33.2% | -4.4% |
| 6M | -1.5% | -62.0% | +60.5% | +2.1% |
| YTD | -10.5% | -7.8% | -2.7% | -11.2% |
| 1Y | +1.5% | +26.7% | -25.2% | -0.9% |
| 3Y | +163.3% | +825.4% | -662.1% | +134.4% |
| All | +66.5% | +396.4% | -329.9% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling