+340.9%
SYF vs XME
+232.0%
+108.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +0.8% | +6.0% | -5.1% | -2.7% |
| 3M | +13.4% | -7.7% | +21.1% | +17.4% |
| 6M | +16.3% | +1.0% | +15.4% | +13.3% |
| YTD | -3.0% | +14.6% | -17.6% | -13.4% |
| 1Y | +5.7% | +46.0% | -40.2% | -19.3% |
| 3Y | +160.1% | +127.0% | +33.1% | +52.6% |
| 5Y | +88.5% | +175.8% | -87.3% | -3.9% |
| 10Y | +263.1% | +414.6% | -151.6% | +24.8% |
| All | +340.9% | +232.0% | +108.9% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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