+309.7%
XLI vs SYF
+299.1%
+10.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.9% | -3.6% | +4.5% | +2.2% |
| 30D | +1.1% | -1.7% | +2.8% | +1.6% |
| 3M | -7.7% | -7.8% | +0.1% | -5.2% |
| 6M | -1.8% | +3.4% | -5.2% | -3.6% |
| YTD | +11.1% | -12.2% | +23.3% | +14.7% |
| 1Y | +12.1% | -1.6% | +13.7% | +11.1% |
| 3Y | +73.8% | +157.8% | -83.9% | +17.5% |
| 5Y | +73.8% | +61.9% | +11.9% | +34.1% |
| 10Y | +231.7% | +180.0% | +51.7% | +85.1% |
| All | +309.7% | +299.1% | +10.5% | +104.7% |
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