+241.8%
XBI vs SYF
+333.7%
-92.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -0.9% | +2.6% | -3.5% | -1.8% |
| 30D | +2.9% | 0.0% | +2.9% | +2.8% |
| 3M | +26.2% | +11.9% | +14.3% | +20.8% |
| 6M | +30.7% | +18.9% | +11.8% | +22.4% |
| YTD | +32.9% | -4.6% | +37.5% | +33.5% |
| 1Y | +72.3% | +6.4% | +65.9% | +66.0% |
| 3Y | +107.2% | +167.2% | -60.0% | +39.0% |
| 5Y | +23.2% | +92.3% | -69.2% | -10.1% |
| 10Y | +158.5% | +263.2% | -104.6% | +32.9% |
| All | +241.8% | +333.7% | -92.0% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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