+297.1%
SYF vs XHB
+276.8%
+20.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +1.0% |
| 7D | -3.3% | -2.4% | -0.8% | -1.3% |
| 30D | -2.2% | +7.1% | -9.2% | -8.5% |
| 3M | -9.3% | -6.0% | -3.4% | -5.3% |
| 6M | +2.1% | +2.1% | 0.0% | -1.3% |
| YTD | -12.6% | -0.6% | -12.0% | -14.7% |
| 1Y | -3.4% | -3.3% | -0.2% | -3.6% |
| 3Y | +156.5% | +34.1% | +122.4% | +81.7% |
| 5Y | +59.6% | +28.6% | +31.0% | +15.4% |
| 10Y | +178.6% | +235.0% | -56.4% | -18.6% |
| All | +297.1% | +276.8% | +20.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 all: compounded portfolio wealth divided by compounded XHB 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…
all analysis · Full analysis span regression · 6 months rolling