+318.8%
XLI vs SYF
+340.9%
-22.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | +2.4% | -3.5% | -1.9% |
| 30D | -5.9% | +0.8% | -6.8% | -6.3% |
| 3M | -0.3% | +13.4% | -13.7% | -5.0% |
| 6M | +0.1% | +16.3% | -16.2% | -5.6% |
| YTD | +13.6% | -3.0% | +16.6% | +13.5% |
| 1Y | +17.2% | +5.7% | +11.5% | +13.2% |
| 3Y | +68.2% | +160.1% | -91.9% | +13.3% |
| 5Y | +80.7% | +88.5% | -7.8% | +31.8% |
| 10Y | +253.3% | +263.1% | -9.8% | +81.6% |
| All | +318.8% | +340.9% | -22.1% | +102.5% |
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