+17.5%
LUV vs SYF
+258.4%
-240.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -1.0% | -4.9% | +4.0% | +1.6% |
| 30D | -12.4% | -4.3% | -8.0% | -10.4% |
| 3M | -11.0% | +5.5% | -16.5% | -13.6% |
| 6M | -5.0% | +17.5% | -22.5% | -12.2% |
| YTD | -3.8% | -7.8% | +4.0% | -0.3% |
| 1Y | +25.9% | +1.6% | +24.3% | +24.3% |
| 3Y | +42.2% | +154.8% | -112.6% | -14.3% |
| 5Y | -10.8% | +79.5% | -90.2% | -38.4% |
| All | +17.5% | +258.4% | -240.9% | -45.0% |
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