+46.3%
LLY vs SYF
-1.8%
+48.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +1.4% | -3.6% | +4.9% | +1.6% |
| 30D | +21.5% | -1.7% | +23.3% | +21.6% |
| 3M | +18.5% | -7.8% | +26.3% | +19.0% |
| 6M | +49.1% | +3.4% | +45.7% | +48.6% |
| YTD | +34.4% | -12.2% | +46.6% | +33.8% |
| 1Y | +46.3% | -1.6% | +47.9% | +40.1% |
| All | +46.3% | -1.8% | +48.1% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling