+262.7%
SYF vs XYL
+140.7%
+122.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.8% |
| 7D | -1.3% | +0.8% | -2.2% | -2.1% |
| 30D | -1.1% | -10.8% | +9.8% | +7.6% |
| 3M | +7.4% | -2.5% | +9.9% | +8.8% |
| 6M | +16.2% | -12.2% | +28.4% | +26.8% |
| YTD | -6.1% | -20.1% | +13.9% | +9.7% |
| 1Y | +3.4% | -20.6% | +24.0% | +21.2% |
| 3Y | +162.9% | +17.3% | +145.5% | +122.7% |
| 5Y | +85.6% | -14.5% | +100.1% | +96.7% |
| 10Y | +262.7% | +150.2% | +112.5% | +81.0% |
| All | +262.7% | +140.7% | +122.0% | +81.0% |
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