+482.6%
LLY vs SYF
+60.4%
+422.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +6.6% | -2.0% | +8.6% | +6.8% |
| 30D | +19.4% | +1.2% | +18.2% | +19.3% |
| 3M | +19.6% | -9.4% | +28.9% | +20.6% |
| 6M | +42.6% | +4.4% | +38.1% | +41.7% |
| YTD | +35.0% | -11.9% | +46.9% | +36.0% |
| 1Y | +42.0% | -0.4% | +42.4% | +41.3% |
| 3Y | +140.5% | +159.6% | -19.1% | +118.8% |
| All | +482.6% | +60.4% | +422.2% | +442.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling