+407.1%
LIN vs SYF
+308.6%
+98.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +3.6% | -3.8% | +7.4% | +4.6% |
| 30D | +6.4% | +2.6% | +3.7% | +5.6% |
| 3M | +6.5% | -6.5% | +13.0% | +8.1% |
| 6M | +4.9% | +0.8% | +4.0% | +3.9% |
| YTD | +23.4% | -10.1% | +33.6% | +25.3% |
| 1Y | +26.3% | +0.8% | +25.5% | +24.2% |
| 3Y | +38.0% | +158.8% | -120.8% | +0.2% |
| 5Y | +68.0% | +67.5% | +0.5% | +34.3% |
| 10Y | +437.1% | +230.0% | +207.2% | +222.0% |
| All | +407.1% | +308.6% | +98.5% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling