+1.5%
SYF vs ALHC
-56.7%
+58.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.4% |
| 30D | +2.5% | -14.2% | +16.7% | +4.1% |
| 3M | -6.3% | -45.1% | +38.9% | 0.0% |
| 6M | -1.5% | -59.5% | +58.1% | +10.1% |
| YTD | -10.5% | -62.8% | +52.3% | +2.6% |
| 1Y | +1.5% | -55.5% | +57.0% | +9.3% |
| All | +1.5% | -56.7% | +58.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling