+180.0%
SYF vs XYL
+104.0%
+76.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.7% |
| 7D | -3.6% | -5.9% | +2.3% | +0.7% |
| 30D | -1.7% | -7.3% | +5.6% | +1.8% |
| 3M | -7.8% | -22.5% | +14.7% | +8.6% |
| 6M | +3.4% | -14.4% | +17.8% | +12.5% |
| YTD | -12.2% | -29.4% | +17.2% | +9.7% |
| 1Y | -1.6% | -35.6% | +34.0% | +32.0% |
| 3Y | +157.8% | +0.3% | +157.5% | +140.6% |
| 5Y | +61.9% | -22.3% | +84.2% | +80.4% |
| 10Y | +180.0% | +103.2% | +76.8% | +64.5% |
| All | +180.0% | +104.0% | +76.1% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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