+167.2%
SYF vs XPO
+159.4%
+7.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.1% |
| 7D | +2.6% | +2.7% | -0.1% | +1.6% |
| 30D | 0.0% | -6.2% | +6.2% | +2.1% |
| 3M | +11.9% | -15.4% | +27.3% | +17.9% |
| 6M | +18.9% | +0.7% | +18.2% | +17.1% |
| YTD | -4.6% | +39.8% | -44.4% | -17.5% |
| 1Y | +6.4% | +43.3% | -36.9% | -9.6% |
| 3Y | +167.2% | +166.0% | +1.1% | +98.7% |
| All | +167.2% | +159.4% | +7.7% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling