+290.4%
XEL vs SYF
+300.4%
-10.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +2.4% | -2.0% | +4.5% | +2.7% |
| 30D | +8.3% | +1.2% | +7.1% | +8.1% |
| 3M | +4.2% | -9.4% | +13.5% | +5.3% |
| 6M | +3.7% | +4.4% | -0.7% | +2.9% |
| YTD | +13.1% | -11.9% | +25.0% | +14.1% |
| 1Y | +5.0% | -0.4% | +5.4% | +4.3% |
| 3Y | +55.0% | +159.6% | -104.6% | +33.2% |
| 5Y | +51.8% | +60.9% | -9.1% | +37.0% |
| 10Y | +185.6% | +180.9% | +4.7% | +113.4% |
| All | +290.4% | +300.4% | -10.0% | +167.9% |
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