+364.6%
LIN vs SYF
+340.9%
+23.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -2.1% | +2.4% | -4.5% | -2.7% |
| 30D | -2.4% | +0.8% | -3.3% | -2.7% |
| 3M | -5.6% | +13.4% | -19.0% | -8.9% |
| 6M | -3.4% | +16.3% | -19.7% | -7.8% |
| YTD | +13.1% | -3.0% | +16.1% | +12.8% |
| 1Y | +2.5% | +5.7% | -3.2% | -0.4% |
| 3Y | +27.6% | +160.1% | -132.5% | -7.2% |
| 5Y | +63.0% | +88.5% | -25.5% | +26.2% |
| 10Y | +359.3% | +263.1% | +96.2% | +168.9% |
| All | +364.6% | +340.9% | +23.7% | +164.0% |
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