+165.8%
SYF vs EXEL
+244.2%
-78.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.2% |
| 7D | -4.3% | +2.3% | -6.5% | -4.7% |
| 30D | +1.0% | +19.8% | -18.8% | -2.1% |
| 3M | -6.4% | +32.7% | -39.1% | -11.0% |
| 6M | +1.0% | +49.0% | -48.0% | -5.9% |
| YTD | -10.7% | +63.7% | -74.4% | -18.6% |
| 1Y | +1.8% | +75.8% | -74.0% | -8.4% |
| 3Y | +165.8% | +241.3% | -75.4% | +112.8% |
| All | +165.8% | +244.2% | -78.4% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling