+110.2%
XLE vs SYF
+340.9%
-230.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | +2.4% | -0.2% | +1.2% |
| 30D | +11.8% | +0.8% | +10.9% | +11.2% |
| 3M | +9.8% | +13.4% | -3.6% | +3.2% |
| 6M | +15.6% | +16.3% | -0.8% | +6.5% |
| YTD | +45.3% | -3.0% | +48.3% | +43.2% |
| 1Y | +48.3% | +5.7% | +42.6% | +40.2% |
| 3Y | +55.4% | +160.1% | -104.7% | -6.1% |
| 5Y | +216.1% | +88.5% | +127.6% | +110.5% |
| 10Y | +178.4% | +263.1% | -84.7% | +24.1% |
| All | +110.2% | +340.9% | -230.7% | -12.0% |
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