+57.4%
LUV vs SYF
+333.7%
-276.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.6% |
| 7D | +3.1% | +2.6% | +0.5% | +1.8% |
| 30D | -17.4% | 0.0% | -17.5% | -17.4% |
| 3M | -4.9% | +11.9% | -16.8% | -10.2% |
| 6M | -5.7% | +18.9% | -24.6% | -13.4% |
| YTD | -5.2% | -4.6% | -0.6% | -3.4% |
| 1Y | +24.1% | +6.4% | +17.8% | +19.8% |
| 3Y | +39.6% | +167.2% | -127.6% | -17.5% |
| 5Y | -12.5% | +92.3% | -104.8% | -41.4% |
| 10Y | +12.9% | +263.2% | -250.2% | -49.8% |
| All | +57.4% | +333.7% | -276.3% | -33.6% |
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 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