+170.7%
XLE vs SYF
+259.8%
-89.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.8% |
| 7D | 0.0% | +2.6% | -2.6% | -1.1% |
| 30D | +12.6% | 0.0% | +12.6% | +12.4% |
| 3M | +11.8% | +11.9% | -0.1% | +5.5% |
| 6M | +16.1% | +18.9% | -2.8% | +5.7% |
| YTD | +46.9% | -4.6% | +51.5% | +45.7% |
| 1Y | +53.3% | +6.4% | +46.9% | +44.2% |
| 3Y | +54.9% | +167.2% | -112.2% | -9.0% |
| 5Y | +225.7% | +92.3% | +133.3% | +111.7% |
| 10Y | +170.7% | +263.2% | -92.5% | +17.6% |
| All | +170.7% | +259.8% | -89.1% | +17.6% |
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