+417.5%
LIN vs SYF
+221.7%
+195.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.2% | -2.1% | +2.3% | +0.8% |
| 30D | +6.5% | +2.5% | +3.9% | +5.7% |
| 3M | +5.5% | -6.3% | +11.7% | +7.0% |
| 6M | +3.3% | -1.5% | +4.8% | +3.0% |
| YTD | +22.0% | -10.5% | +32.5% | +24.0% |
| 1Y | +25.7% | +1.5% | +24.2% | +23.4% |
| 3Y | +36.2% | +163.3% | -127.0% | -2.1% |
| 5Y | +66.1% | +66.8% | -0.7% | +32.5% |
| All | +417.5% | +221.7% | +195.8% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling