+170.6%
SYF vs XPO
+1,266.4%
-1,095.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.1% |
| 7D | -2.0% | +9.0% | -11.0% | -5.5% |
| 30D | +1.2% | +4.2% | -3.0% | -0.8% |
| 3M | -9.4% | -8.7% | -0.7% | -6.7% |
| 6M | +4.4% | -2.8% | +7.2% | +4.0% |
| YTD | -11.9% | +41.9% | -53.8% | -26.4% |
| 1Y | -0.4% | +42.3% | -42.7% | -17.1% |
| 3Y | +159.6% | +127.3% | +32.3% | +67.5% |
| 5Y | +60.9% | +306.4% | -245.5% | -25.9% |
| All | +170.6% | +1,266.4% | -1,095.8% | -30.8% |
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