+95.5%
SYF vs ALC
-14.0%
+109.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.1% |
| 7D | +2.4% | -2.1% | +4.5% | +3.3% |
| 30D | +0.8% | -0.1% | +0.9% | +0.8% |
| 3M | +13.4% | +5.9% | +7.5% | +10.3% |
| 6M | +16.3% | -15.9% | +32.3% | +24.7% |
| YTD | -3.0% | -10.1% | +7.1% | +0.6% |
| 1Y | +5.7% | -10.2% | +15.9% | +9.4% |
| 3Y | +160.1% | -13.6% | +173.7% | +167.2% |
| All | +95.5% | -14.0% | +109.5% | +86.7% |
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