+95.5%
SYF vs EXEL
+202.6%
-107.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.4% | +8.4% | -6.0% | +0.7% |
| 30D | +0.8% | +4.1% | -3.2% | -0.1% |
| 3M | +13.4% | +12.4% | +1.0% | +10.6% |
| 6M | +16.3% | +41.5% | -25.2% | +7.8% |
| YTD | -3.0% | +34.6% | -37.6% | -9.5% |
| 1Y | +5.7% | +57.9% | -52.2% | -5.2% |
| 3Y | +160.1% | +159.5% | +0.6% | +103.0% |
| All | +95.5% | +202.6% | -107.1% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling