+30.9%
XLB vs SYF
+66.9%
-36.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -1.4% | -4.7% | +3.3% | +0.1% |
| 30D | +7.1% | +0.6% | +6.5% | +6.9% |
| 3M | +0.6% | -6.8% | +7.4% | +2.6% |
| 6M | +3.5% | +0.5% | +2.9% | +2.7% |
| YTD | +18.2% | -11.1% | +29.4% | +21.2% |
| 1Y | +25.6% | +1.3% | +24.3% | +23.4% |
| 3Y | +46.7% | +164.6% | -118.0% | -0.1% |
| 5Y | +30.9% | +65.2% | -34.3% | +1.1% |
| All | +30.9% | +66.9% | -36.0% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling