+41.6%
XLC vs SYF
+63.1%
-21.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +1.0% |
| 7D | +6.2% | -4.2% | +10.4% | +7.6% |
| 30D | -2.4% | -1.1% | -1.3% | -2.2% |
| 3M | -3.3% | -7.9% | +4.6% | -1.1% |
| 6M | -7.3% | -1.1% | -6.2% | -7.7% |
| YTD | -7.6% | -12.6% | +5.0% | -4.9% |
| 1Y | -3.7% | -2.4% | -1.3% | -4.6% |
| 3Y | +62.9% | +156.6% | -93.7% | +9.6% |
| 5Y | +41.6% | +61.9% | -20.2% | +6.4% |
| All | +41.6% | +63.1% | -21.5% | +6.4% |
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