+250.1%
SYF vs XPO
+1,516.3%
-1,266.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.9% | -5.7% | +0.7% | -2.6% |
| 30D | -4.3% | -12.8% | +8.5% | +1.0% |
| 3M | +5.5% | -20.0% | +25.5% | +14.8% |
| 6M | +17.5% | -6.0% | +23.6% | +18.8% |
| YTD | -7.8% | +34.0% | -41.8% | -20.6% |
| 1Y | +1.6% | +35.6% | -33.9% | -13.9% |
| 3Y | +154.8% | +152.3% | +2.5% | +56.6% |
| 5Y | +79.5% | +264.4% | -184.9% | -13.3% |
| All | +250.1% | +1,516.3% | -1,266.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling