+2,043.2%
LLY vs SYF
+221.7%
+1,821.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -4.5% | -2.1% | -2.3% | -4.2% |
| 30D | +13.9% | +2.5% | +11.4% | +13.5% |
| 3M | +13.8% | -6.3% | +20.0% | +14.6% |
| 6M | +37.6% | -1.5% | +39.1% | +37.4% |
| YTD | +26.6% | -10.5% | +37.1% | +27.7% |
| 1Y | +45.3% | +1.5% | +43.8% | +44.1% |
| 3Y | +132.2% | +163.3% | -31.0% | +99.4% |
| 5Y | +434.7% | +66.8% | +367.9% | +380.5% |
| All | +2,043.2% | +221.7% | +1,821.5% | +1,605.3% |
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