+29.5%
XLB vs SYF
+4.2%
+25.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +3.9% | -0.4% | +4.4% | +4.0% |
| 30D | +8.9% | +4.4% | +4.5% | +7.8% |
| 3M | +4.1% | -4.7% | +8.8% | +5.2% |
| 6M | +7.3% | +1.9% | +5.4% | +6.4% |
| YTD | +20.4% | -8.9% | +29.3% | +20.7% |
| 1Y | +29.5% | +4.1% | +25.5% | +22.7% |
| All | +29.5% | +4.2% | +25.3% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling