+262.7%
SYF vs EXEL
+378.5%
-115.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.8% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -1.1% | +10.1% | -11.2% | -3.1% |
| 3M | +7.4% | +10.1% | -2.7% | +5.1% |
| 6M | +16.2% | +37.7% | -21.5% | +8.3% |
| YTD | -6.1% | +33.1% | -39.2% | -12.2% |
| 1Y | +3.4% | +52.4% | -49.0% | -6.4% |
| 3Y | +162.9% | +163.8% | -1.0% | +107.1% |
| 5Y | +85.6% | +198.5% | -112.9% | +40.0% |
| 10Y | +262.7% | +386.9% | -124.1% | +141.6% |
| All | +262.7% | +378.5% | -115.8% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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