+58.1%
XLE vs SYF
+158.5%
-100.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -12.0% | -2.1% | -9.9% | -11.7% |
| 30D | -2.7% | +2.5% | -5.3% | -3.3% |
| 3M | +6.6% | -6.3% | +12.8% | +7.7% |
| 6M | +9.5% | -1.5% | +11.0% | +9.0% |
| YTD | +40.6% | -10.5% | +51.1% | +42.9% |
| 1Y | +43.6% | +1.5% | +42.1% | +40.3% |
| 3Y | +58.1% | +163.3% | -105.2% | +15.1% |
| All | +58.1% | +158.5% | -100.5% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling