-9.9%
LVS vs SYF
+158.6%
-168.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.6% |
| 7D | -1.3% | -3.6% | +2.3% | -0.2% |
| 30D | +12.2% | -1.7% | +13.9% | +12.8% |
| 3M | -11.3% | -7.8% | -3.5% | -9.2% |
| 6M | -21.6% | +3.4% | -25.0% | -23.1% |
| YTD | -36.6% | -12.2% | -24.4% | -34.8% |
| 1Y | -38.4% | -1.6% | -36.8% | -39.1% |
| All | -9.9% | +158.6% | -168.5% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling