+42.7%
XLP vs SYF
+69.6%
-26.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +3.5% | -3.8% | +7.2% | +3.9% |
| 30D | +11.6% | +2.6% | +8.9% | +11.3% |
| 3M | +7.6% | -6.5% | +14.2% | +8.3% |
| 6M | +10.0% | +0.8% | +9.2% | +9.7% |
| YTD | +19.7% | -10.1% | +29.8% | +20.5% |
| 1Y | +23.5% | +0.8% | +22.6% | +22.6% |
| 3Y | +44.0% | +158.8% | -114.9% | +23.0% |
| 5Y | +42.7% | +67.5% | -24.8% | +28.6% |
| All | +42.7% | +69.6% | -26.9% | +28.6% |
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