+305.8%
SYF vs ALM
+592.3%
-286.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.1% | -8.8% | -1.0% |
| 7D | -4.3% | +0.7% | -5.0% | -4.3% |
| 30D | +1.0% | -26.1% | +27.1% | +2.0% |
| 3M | -6.4% | -38.1% | +31.7% | -5.1% |
| 6M | +1.0% | -55.4% | +56.4% | +3.1% |
| YTD | -10.7% | -0.4% | -10.3% | -11.5% |
| 1Y | +1.8% | +25.4% | -23.6% | 0.0% |
| 3Y | +165.8% | +907.8% | -741.9% | +141.9% |
| 5Y | +65.9% | +440.2% | -374.2% | +51.9% |
| 10Y | +206.0% | +2,031.1% | -1,825.2% | +172.2% |
| All | +305.8% | +592.3% | -286.5% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling