+304.4%
XLF vs SYF
+300.4%
+4.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +2.7% | -2.0% | +4.7% | +3.6% |
| 30D | +7.6% | +1.2% | +6.4% | +7.0% |
| 3M | +1.1% | -9.4% | +10.4% | +5.2% |
| 6M | +15.9% | +4.4% | +11.5% | +12.7% |
| YTD | +8.4% | -11.9% | +20.4% | +12.9% |
| 1Y | +12.5% | -0.4% | +12.9% | +10.8% |
| 3Y | +81.6% | +159.6% | -78.0% | +11.0% |
| 5Y | +59.3% | +60.9% | -1.6% | +16.6% |
| 10Y | +225.4% | +180.9% | +44.5% | +64.8% |
| All | +304.4% | +300.4% | +4.0% | +85.7% |
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