+1,610.3%
LLY vs SYF
+267.3%
+1,343.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +2.4% | -4.5% | -2.5% |
| 30D | -1.6% | +0.8% | -2.5% | -1.7% |
| 3M | +2.3% | +13.4% | -11.1% | +0.4% |
| 6M | +14.9% | +16.3% | -1.5% | +12.3% |
| YTD | +7.5% | -3.0% | +10.5% | +7.3% |
| 1Y | +55.7% | +5.7% | +50.0% | +53.5% |
| 3Y | +110.6% | +160.1% | -49.5% | +81.0% |
| 5Y | +363.4% | +88.5% | +274.9% | +308.8% |
| All | +1,610.3% | +267.3% | +1,343.0% | +1,170.0% |
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 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