+41.9%
XLP vs SYF
+158.5%
-116.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.3% |
| 7D | +0.7% | -2.1% | +2.9% | +0.8% |
| 30D | +10.3% | +2.5% | +7.7% | +10.1% |
| 3M | +6.5% | -6.3% | +12.8% | +6.8% |
| 6M | +8.4% | -1.5% | +9.8% | +8.4% |
| YTD | +18.2% | -10.5% | +28.7% | +18.6% |
| 1Y | +22.4% | +1.5% | +20.9% | +21.9% |
| 3Y | +41.9% | +163.3% | -121.4% | +28.0% |
| All | +41.9% | +158.5% | -116.6% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling