+340.9%
SYF vs XPO
+1,735.4%
-1,394.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -1.5% |
| 7D | +2.4% | +2.4% | 0.0% | +1.4% |
| 30D | +0.8% | -3.5% | +4.4% | +1.9% |
| 3M | +13.4% | -11.9% | +25.3% | +17.9% |
| 6M | +16.3% | -10.0% | +26.3% | +19.2% |
| YTD | -3.0% | +42.1% | -45.1% | -16.4% |
| 1Y | +5.7% | +47.6% | -41.9% | -11.0% |
| 3Y | +160.1% | +153.6% | +6.5% | +72.8% |
| 5Y | +88.5% | +266.5% | -178.0% | +2.9% |
| 10Y | +263.1% | +1,460.4% | -1,197.4% | +29.5% |
| All | +340.9% | +1,735.4% | -1,394.5% | +59.1% |
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