+340.9%
SYF vs XYL
+241.3%
+99.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.6% |
| 7D | +2.4% | -5.0% | +7.4% | +6.2% |
| 30D | +0.8% | -13.2% | +14.1% | +11.5% |
| 3M | +13.4% | -3.7% | +17.1% | +15.9% |
| 6M | +16.3% | -17.7% | +34.0% | +32.8% |
| YTD | -3.0% | -21.5% | +18.5% | +14.2% |
| 1Y | +5.7% | -24.5% | +30.2% | +27.8% |
| 3Y | +160.1% | +6.9% | +153.2% | +139.3% |
| 5Y | +88.5% | -18.1% | +106.6% | +106.0% |
| 10Y | +263.1% | +134.7% | +128.4% | +102.8% |
| All | +340.9% | +241.3% | +99.6% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling