+61.9%
SYF vs XYL
-22.7%
+84.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -0.6% |
| 7D | -4.2% | +0.6% | -4.8% | -4.7% |
| 30D | -1.1% | -5.7% | +4.7% | +0.9% |
| 3M | -7.9% | -19.8% | +11.9% | +3.7% |
| 6M | -1.1% | -14.2% | +13.1% | +6.3% |
| YTD | -12.6% | -28.1% | +15.5% | +4.8% |
| 1Y | -2.4% | -35.0% | +32.6% | +25.2% |
| 3Y | +156.6% | +2.1% | +154.5% | +140.5% |
| 5Y | +61.9% | -22.1% | +84.0% | +74.9% |
| All | +61.9% | -22.7% | +84.6% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling