+2.6%
SYF vs XYL
-21.7%
+24.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | -5.5% | -1.2% | -4.3% | -4.9% |
| 30D | -3.9% | -13.2% | +9.3% | +3.7% |
| 3M | +8.9% | -0.2% | +9.1% | +8.0% |
| 6M | +16.2% | -12.5% | +28.7% | +23.0% |
| YTD | -8.4% | -20.9% | +12.4% | +2.5% |
| 1Y | +2.6% | -21.6% | +24.2% | +16.6% |
| All | +2.6% | -21.7% | +24.3% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling