+118.2%
SYF vs ALHC
-28.9%
+147.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | +0.8% | -1.0% | +1.9% | +0.9% |
| 3M | +13.4% | -10.2% | +23.6% | +14.0% |
| 6M | +16.3% | -28.3% | +44.6% | +18.8% |
| YTD | -3.0% | -31.4% | +28.4% | -0.6% |
| 1Y | +5.7% | -16.9% | +22.6% | +6.4% |
| 3Y | +160.1% | +135.5% | +24.6% | +128.2% |
| 5Y | +88.5% | -33.6% | +122.1% | +74.9% |
| All | +118.2% | -28.9% | +147.2% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling