+46.3%
LYB vs SYF
+258.4%
-212.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.3% |
| 7D | +0.3% | -4.9% | +5.2% | +2.7% |
| 30D | +2.5% | -4.3% | +6.8% | +4.3% |
| 3M | +1.4% | +5.5% | -4.1% | -2.7% |
| 6M | -3.5% | +17.5% | -21.0% | -13.8% |
| YTD | +52.0% | -7.8% | +59.8% | +52.4% |
| 1Y | +22.1% | +1.6% | +20.4% | +16.1% |
| 3Y | -22.8% | +154.8% | -177.6% | -57.3% |
| 5Y | -3.4% | +79.5% | -82.8% | -38.4% |
| All | +46.3% | +258.4% | -212.1% | -38.6% |
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 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