+173.9%
XLE vs SYF
+189.2%
-15.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.7% |
| 7D | -0.2% | -3.6% | +3.3% | +1.2% |
| 30D | -4.0% | -1.7% | -2.3% | -3.5% |
| 3M | +4.6% | -7.8% | +12.4% | +7.6% |
| 6M | +12.3% | +3.4% | +8.9% | +8.8% |
| YTD | +44.5% | -12.2% | +56.7% | +47.8% |
| 1Y | +42.4% | -1.6% | +44.0% | +38.2% |
| 3Y | +67.0% | +157.8% | -90.7% | -1.0% |
| 5Y | +161.9% | +61.9% | +100.0% | +84.0% |
| 10Y | +173.9% | +180.0% | -6.2% | +31.1% |
| All | +173.9% | +189.2% | -15.3% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling