+4.4%
SYF vs XE
-65.2%
+69.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | -2.0% | +6.2% | -8.3% | -2.2% |
| 30D | +1.2% | -4.8% | +6.0% | +1.4% |
| 3M | -9.4% | -51.3% | +41.9% | -7.0% |
| 6M | +4.4% | -64.2% | +68.7% | +8.2% |
| All | +4.4% | -65.2% | +69.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · 6 months rolling