+159.6%
XLB vs SYF
+259.8%
-100.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.4% |
| 7D | -0.2% | +2.6% | -2.9% | -1.1% |
| 30D | -1.7% | 0.0% | -1.8% | -1.8% |
| 3M | +4.4% | +11.9% | -7.6% | +0.1% |
| 6M | +5.0% | +18.9% | -13.9% | -1.6% |
| YTD | +15.5% | -4.6% | +20.1% | +15.9% |
| 1Y | +14.9% | +6.4% | +8.5% | +10.8% |
| 3Y | +34.5% | +167.2% | -132.6% | -10.1% |
| 5Y | +36.5% | +92.3% | -55.8% | -0.8% |
| 10Y | +159.6% | +263.2% | -103.6% | +35.6% |
| All | +159.6% | +259.8% | -100.1% | +35.6% |
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 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