+169.8%
XLP vs SYF
+340.9%
-171.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +2.4% | -3.4% | -1.4% |
| 30D | -0.9% | +0.8% | -1.7% | -1.0% |
| 3M | +3.8% | +13.4% | -9.6% | +1.7% |
| 6M | -1.7% | +16.3% | -18.1% | -4.2% |
| YTD | +10.3% | -3.0% | +13.3% | +10.1% |
| 1Y | +7.8% | +5.7% | +2.1% | +6.0% |
| 3Y | +27.2% | +160.1% | -132.9% | +5.6% |
| 5Y | +32.5% | +88.5% | -56.0% | +13.7% |
| 10Y | +101.8% | +263.1% | -161.3% | +44.6% |
| All | +169.8% | +340.9% | -171.1% | +90.2% |
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