+135.9%
XLU vs SYF
+258.4%
-122.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | -4.9% | +3.3% | -0.8% |
| 30D | -3.3% | -4.3% | +1.0% | -2.6% |
| 3M | -3.2% | +5.5% | -8.7% | -4.2% |
| 6M | -7.0% | +17.5% | -24.5% | -9.9% |
| YTD | +0.6% | -7.8% | +8.4% | +1.3% |
| 1Y | +2.4% | +1.6% | +0.8% | +1.2% |
| 3Y | +46.3% | +154.8% | -108.6% | +18.8% |
| 5Y | +44.0% | +79.5% | -35.5% | +22.1% |
| All | +135.9% | +258.4% | -122.5% | +60.9% |
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