+145.6%
XLK vs SYF
+78.7%
+66.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | -0.4% | -5.5% | +5.1% | +1.6% |
| 30D | -0.5% | -3.9% | +3.4% | +0.8% |
| 3M | +5.0% | +8.9% | -3.9% | +1.3% |
| 6M | +32.9% | +16.2% | +16.6% | +24.9% |
| YTD | +29.0% | -8.4% | +37.4% | +31.4% |
| 1Y | +37.8% | +2.6% | +35.2% | +34.3% |
| 3Y | +118.7% | +156.4% | -37.7% | +46.7% |
| 5Y | +145.6% | +78.2% | +67.4% | +73.8% |
| All | +145.6% | +78.7% | +66.9% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling