+22.2%
LQD vs SYF
+258.4%
-236.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -1.1% | -4.9% | +3.8% | -0.9% |
| 30D | -1.3% | -4.3% | +3.0% | -1.1% |
| 3M | -3.2% | +5.5% | -8.7% | -3.5% |
| 6M | -2.1% | +17.5% | -19.6% | -2.9% |
| YTD | -2.4% | -7.8% | +5.4% | -2.2% |
| 1Y | -2.7% | +1.6% | -4.3% | -2.9% |
| 3Y | +14.2% | +154.8% | -140.6% | +8.6% |
| 5Y | -5.8% | +79.5% | -85.3% | -9.7% |
| All | +22.2% | +258.4% | -236.2% | +11.3% |
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