+297.3%
SYF vs XHB
+283.7%
+13.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.6% | +0.2% |
| 7D | -4.2% | +1.2% | -5.4% | -5.6% |
| 30D | -1.1% | +8.9% | -9.9% | -8.7% |
| 3M | -7.9% | -4.2% | -3.7% | -5.4% |
| 6M | -1.1% | +1.4% | -2.5% | -3.8% |
| YTD | -12.6% | +1.2% | -13.8% | -16.0% |
| 1Y | -2.4% | -1.3% | -1.1% | -4.2% |
| 3Y | +156.6% | +36.6% | +120.1% | +79.0% |
| 5Y | +61.9% | +34.3% | +27.6% | +12.5% |
| 10Y | +186.5% | +241.1% | -54.6% | -17.6% |
| All | +297.3% | +283.7% | +13.6% | +7.0% |
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