+36.5%
LQD vs SYF
+340.9%
-304.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.4% | +2.4% | -2.8% | -0.5% |
| 30D | -0.8% | +0.8% | -1.6% | -0.8% |
| 3M | -1.9% | +13.4% | -15.3% | -2.4% |
| 6M | -2.7% | +16.3% | -19.0% | -3.3% |
| YTD | -1.3% | -3.0% | +1.7% | -1.3% |
| 1Y | 0.0% | +5.7% | -5.7% | -0.4% |
| 3Y | +14.9% | +160.1% | -145.2% | +10.0% |
| 5Y | -4.6% | +88.5% | -93.1% | -8.2% |
| 10Y | +22.0% | +263.1% | -241.1% | +12.2% |
| All | +36.5% | +340.9% | -304.4% | +26.2% |
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