+34.7%
LUNR vs SYF
+63.5%
-28.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.6% |
| 7D | +24.2% | -2.0% | +26.2% | +25.2% |
| 30D | +18.0% | +1.2% | +16.8% | +17.3% |
| 3M | -26.0% | -9.4% | -16.6% | -22.9% |
| 6M | -63.6% | +4.4% | -68.0% | -64.4% |
| YTD | -19.9% | -11.9% | -8.0% | -16.6% |
| 1Y | +50.1% | -0.4% | +50.5% | +49.2% |
| 3Y | +374.5% | +159.6% | +214.9% | +332.8% |
| All | +34.7% | +63.5% | -28.8% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling