+142.5%
XLC vs SYF
+182.6%
-40.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -1.5% |
| 30D | +1.0% | +0.8% | +0.2% | +0.7% |
| 3M | -0.7% | +13.4% | -14.1% | -4.7% |
| 6M | -5.1% | +16.3% | -21.5% | -9.8% |
| YTD | -4.3% | -3.0% | -1.3% | -4.5% |
| 1Y | -0.6% | +5.7% | -6.3% | -3.5% |
| 3Y | +72.7% | +160.1% | -87.4% | +23.4% |
| 5Y | +38.0% | +88.5% | -50.5% | +5.3% |
| All | +142.5% | +182.6% | -40.2% | +52.5% |
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