+250.2%
XLI vs SYF
+255.8%
-5.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | +0.2% |
| 7D | -2.3% | -5.5% | +3.2% | -0.3% |
| 30D | -8.2% | -3.9% | -4.3% | -6.9% |
| 3M | +0.8% | +8.9% | -8.1% | -2.7% |
| 6M | +0.8% | +16.2% | -15.4% | -5.0% |
| YTD | +10.5% | -8.4% | +19.0% | +12.7% |
| 1Y | +14.1% | +2.6% | +11.5% | +11.3% |
| 3Y | +68.6% | +156.4% | -87.8% | +13.2% |
| 5Y | +80.4% | +78.2% | +2.2% | +33.5% |
| All | +250.2% | +255.8% | -5.6% | +80.1% |
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 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