+297.4%
SYF vs XPO
+1,688.9%
-1,391.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -4.2% | -1.5% | -2.7% | -3.8% |
| 30D | -1.1% | +2.6% | -3.6% | -2.3% |
| 3M | -7.9% | -6.1% | -1.8% | -6.4% |
| 6M | -1.1% | -8.0% | +6.9% | +0.6% |
| YTD | -12.6% | +38.5% | -51.1% | -24.4% |
| 1Y | -2.4% | +35.0% | -37.4% | -14.9% |
| 3Y | +156.6% | +126.5% | +30.2% | +78.0% |
| 5Y | +61.9% | +315.4% | -253.5% | -15.5% |
| 10Y | +186.5% | +1,272.1% | -1,085.7% | +4.4% |
| All | +297.4% | +1,688.9% | -1,391.6% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling