+304.4%
XLI vs SYF
+300.4%
+4.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +3.8% | -2.0% | +5.8% | +4.5% |
| 30D | +1.0% | +1.2% | -0.2% | +0.6% |
| 3M | -8.9% | -9.4% | +0.5% | -5.9% |
| 6M | -2.3% | +4.4% | -6.7% | -4.4% |
| YTD | +9.7% | -11.9% | +21.6% | +13.1% |
| 1Y | +12.3% | -0.4% | +12.7% | +10.8% |
| 3Y | +71.5% | +159.6% | -88.1% | +15.6% |
| 5Y | +70.2% | +60.9% | +9.3% | +31.7% |
| 10Y | +227.5% | +180.9% | +46.5% | +82.6% |
| All | +304.4% | +300.4% | +4.0% | +101.9% |
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