-0.8%
SYF vs ALHC
-55.2%
+54.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | -4.7% | +3.9% | -8.5% | -5.2% |
| 30D | +0.6% | -3.6% | +4.2% | +0.8% |
| 3M | -6.8% | -49.4% | +42.6% | +0.6% |
| 6M | +0.5% | -59.5% | +60.0% | +12.2% |
| YTD | -11.1% | -63.2% | +52.0% | +1.9% |
| All | -0.8% | -55.2% | +54.4% | +6.9% |
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