+227.1%
LOW vs SYF
+255.8%
-28.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.1% |
| 7D | -2.6% | -5.5% | +2.9% | -0.7% |
| 30D | -11.1% | -3.9% | -7.3% | -10.0% |
| 3M | -8.5% | +8.9% | -17.4% | -11.5% |
| 6M | -20.8% | +16.2% | -37.1% | -25.2% |
| YTD | -17.2% | -8.4% | -8.8% | -15.5% |
| 1Y | -24.7% | +2.6% | -27.3% | -26.4% |
| 3Y | -9.7% | +156.4% | -166.1% | -39.7% |
| 5Y | +6.0% | +78.2% | -72.2% | -21.9% |
| All | +227.1% | +255.8% | -28.6% | +67.3% |
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