+147.5%
XEL vs SYF
+255.8%
-108.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.7% |
| 7D | -1.2% | -5.5% | +4.3% | -0.5% |
| 30D | -2.9% | -3.9% | +1.0% | -2.5% |
| 3M | -2.7% | +8.9% | -11.6% | -3.9% |
| 6M | -6.5% | +16.2% | -22.7% | -8.5% |
| YTD | +3.6% | -8.4% | +12.1% | +4.2% |
| 1Y | +7.5% | +2.6% | +4.9% | +6.4% |
| 3Y | +46.3% | +156.4% | -110.0% | +24.7% |
| 5Y | +30.5% | +78.2% | -47.6% | +15.2% |
| All | +147.5% | +255.8% | -108.3% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling