+186.5%
SYF vs EXEL
+363.4%
-177.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -4.2% | -2.4% | -1.8% | -3.8% |
| 30D | -1.1% | +17.9% | -19.0% | -4.5% |
| 3M | -7.9% | +33.3% | -41.2% | -13.4% |
| 6M | -1.1% | +46.6% | -47.7% | -9.1% |
| YTD | -12.6% | +61.0% | -73.6% | -21.6% |
| 1Y | -2.4% | +70.4% | -72.8% | -13.6% |
| 3Y | +156.6% | +236.1% | -79.5% | +91.1% |
| 5Y | +61.9% | +284.8% | -223.0% | +15.1% |
| 10Y | +186.5% | +348.4% | -162.0% | +93.0% |
| All | +186.5% | +363.4% | -177.0% | +93.0% |
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