+14.6%
LYB vs SYF
+316.2%
-301.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.8% |
| 7D | -0.7% | -5.5% | +4.8% | +1.9% |
| 30D | +1.5% | -3.9% | +5.4% | +3.1% |
| 3M | -0.3% | +8.9% | -9.2% | -5.8% |
| 6M | +0.1% | +16.2% | -16.2% | -10.0% |
| YTD | +53.4% | -8.4% | +61.9% | +54.4% |
| 1Y | +25.6% | +2.6% | +23.0% | +19.0% |
| 3Y | -21.3% | +156.4% | -177.7% | -56.0% |
| 5Y | -2.4% | +78.2% | -80.6% | -37.0% |
| 10Y | +48.8% | +253.8% | -205.0% | -38.3% |
| All | +14.6% | +316.2% | -301.6% | -55.0% |
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 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