+174.2%
XLB vs SYF
+340.9%
-166.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.4% | +2.4% | -3.8% | -2.2% |
| 30D | -0.4% | +0.8% | -1.2% | -0.7% |
| 3M | +2.0% | +13.4% | -11.4% | -2.6% |
| 6M | +1.8% | +16.3% | -14.5% | -3.8% |
| YTD | +16.6% | -3.0% | +19.6% | +16.4% |
| 1Y | +16.9% | +5.7% | +11.2% | +13.1% |
| 3Y | +32.6% | +160.1% | -127.6% | -9.9% |
| 5Y | +35.6% | +88.5% | -52.9% | -0.2% |
| 10Y | +160.0% | +263.1% | -103.0% | +37.7% |
| All | +174.2% | +340.9% | -166.7% | +39.8% |
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