+51.5%
LUNR vs SYF
+69.9%
-18.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.3% | -1.1% |
| 7D | -0.5% | -5.5% | +5.0% | +1.8% |
| 30D | -11.3% | -3.9% | -7.4% | -9.8% |
| 3M | -44.9% | +8.9% | -53.8% | -47.0% |
| 6M | -17.3% | +16.2% | -33.5% | -22.6% |
| YTD | -9.9% | -8.4% | -1.5% | -7.6% |
| 1Y | +76.1% | +2.6% | +73.5% | +73.6% |
| 3Y | +240.0% | +156.4% | +83.6% | +203.8% |
| All | +51.5% | +69.9% | -18.4% | +32.6% |
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