-12.3%
LUV vs SYF
+77.7%
-90.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | -1.0% | -4.9% | +4.0% | +1.7% |
| 30D | -12.4% | -4.3% | -8.0% | -10.3% |
| 3M | -11.0% | +5.5% | -16.5% | -13.7% |
| 6M | -5.0% | +17.5% | -22.5% | -12.4% |
| YTD | -3.8% | -7.8% | +4.0% | -0.4% |
| 1Y | +25.9% | +1.6% | +24.3% | +24.0% |
| 3Y | +42.2% | +154.8% | -112.6% | -15.6% |
| All | -12.3% | +77.7% | -90.0% | -40.2% |
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 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