-5.8%
XLC vs SYF
+4.2%
-10.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | -6.0% | +4.4% | -10.3% | -6.7% |
| 3M | -6.0% | -4.7% | -1.3% | -5.3% |
| 6M | -9.1% | +1.9% | -11.0% | -9.8% |
| YTD | -10.0% | -8.9% | -1.1% | -10.2% |
| 1Y | -5.8% | +4.1% | -9.9% | -9.7% |
| All | -5.8% | +4.2% | -10.0% | -9.7% |
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