+34.1%
LQD vs SYF
+300.4%
-266.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | +0.5% | +1.2% | -0.7% | +0.5% |
| 3M | -2.3% | -9.4% | +7.1% | -2.0% |
| 6M | -3.1% | +4.4% | -7.5% | -3.3% |
| YTD | -3.0% | -11.9% | +8.9% | -2.7% |
| 1Y | -2.6% | -0.4% | -2.1% | -2.7% |
| 3Y | +15.2% | +159.6% | -144.4% | +10.2% |
| 5Y | -5.2% | +60.9% | -66.1% | -8.3% |
| 10Y | +24.6% | +180.9% | -156.3% | +14.6% |
| All | +34.1% | +300.4% | -266.3% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling