+44.2%
XLU vs SYF
+77.7%
-33.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | -4.9% | +3.3% | -1.1% |
| 30D | -3.3% | -4.3% | +1.0% | -2.9% |
| 3M | -3.2% | +5.5% | -8.7% | -3.8% |
| 6M | -7.0% | +17.5% | -24.5% | -8.8% |
| YTD | +0.6% | -7.8% | +8.4% | +1.1% |
| 1Y | +2.4% | +1.6% | +0.8% | +1.6% |
| 3Y | +46.3% | +154.8% | -108.6% | +26.3% |
| All | +44.2% | +77.7% | -33.5% | +26.5% |
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