+61.0%
SYF vs ALC
-9.1%
+70.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.6% |
| 7D | -2.0% | -1.1% | -0.9% | -1.6% |
| 30D | +1.2% | +16.0% | -14.9% | -5.5% |
| 3M | -9.4% | +0.8% | -10.2% | -10.0% |
| 6M | +4.4% | +16.8% | -12.4% | -3.2% |
| YTD | -11.9% | -5.5% | -6.4% | -10.9% |
| 1Y | -0.4% | -5.3% | +4.8% | +0.6% |
| 3Y | +159.6% | +4.1% | +155.5% | +141.0% |
| All | +61.0% | -9.1% | +70.1% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling