+74.4%
SYF vs XLRE
+8.4%
+66.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | 0.0% |
| 7D | -4.9% | -1.2% | -3.8% | -4.0% |
| 30D | -4.3% | -2.4% | -1.9% | -2.4% |
| 3M | +5.5% | -2.5% | +8.0% | +7.6% |
| 6M | +17.5% | +4.0% | +13.5% | +13.6% |
| YTD | -7.8% | +9.3% | -17.1% | -14.6% |
| 1Y | +1.6% | +5.6% | -3.9% | -3.2% |
| 3Y | +154.8% | +31.3% | +123.5% | +99.4% |
| All | +74.4% | +8.4% | +66.0% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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