+192.1%
SYF vs ALC
+21.6%
+170.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.5% |
| 7D | +2.6% | -3.7% | +6.3% | +4.8% |
| 30D | 0.0% | -3.7% | +3.8% | +2.1% |
| 3M | +11.9% | +4.6% | +7.4% | +8.7% |
| 6M | +18.9% | -14.6% | +33.5% | +28.7% |
| YTD | -4.6% | -11.9% | +7.3% | +1.0% |
| 1Y | +6.4% | -13.1% | +19.5% | +13.2% |
| 3Y | +167.2% | -15.0% | +182.2% | +176.8% |
| 5Y | +92.3% | -16.2% | +108.5% | +94.8% |
| All | +192.1% | +21.6% | +170.5% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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