+136.2%
XLP vs SYF
+176.2%
-40.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -0.2% | -3.3% | +3.0% | +0.3% |
| 30D | +8.2% | -2.2% | +10.3% | +8.5% |
| 3M | +7.7% | -9.3% | +17.1% | +9.2% |
| 6M | +9.3% | +2.1% | +7.2% | +8.6% |
| YTD | +19.5% | -12.6% | +32.1% | +21.0% |
| 1Y | +21.0% | -3.4% | +24.5% | +20.6% |
| 3Y | +43.2% | +156.5% | -113.3% | +18.5% |
| 5Y | +42.7% | +59.6% | -16.9% | +25.6% |
| All | +136.2% | +176.2% | -40.0% | +79.4% |
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