+246.5%
XLF vs SYF
+255.8%
-9.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.8% |
| 7D | -2.9% | -5.5% | +2.6% | -0.4% |
| 30D | -1.6% | -3.9% | +2.3% | 0.0% |
| 3M | +9.3% | +8.9% | +0.3% | +4.5% |
| 6M | +14.6% | +16.2% | -1.6% | +6.2% |
| YTD | +4.7% | -8.4% | +13.2% | +7.3% |
| 1Y | +8.6% | +2.6% | +6.0% | +5.5% |
| 3Y | +73.9% | +156.4% | -82.5% | +5.9% |
| 5Y | +65.0% | +78.2% | -13.1% | +14.5% |
| All | +246.5% | +255.8% | -9.2% | +58.0% |
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 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