+30.8%
XLV vs SYF
+155.9%
-125.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -3.6% | -4.9% | +1.4% | -2.9% |
| 30D | -1.8% | -4.3% | +2.5% | -1.3% |
| 3M | +7.8% | +5.5% | +2.3% | +6.9% |
| 6M | +9.1% | +17.5% | -8.4% | +6.7% |
| YTD | +7.7% | -7.8% | +15.5% | +8.3% |
| 1Y | +20.4% | +1.6% | +18.8% | +19.4% |
| 3Y | +30.8% | +154.8% | -124.0% | +15.4% |
| All | +30.8% | +155.9% | -125.2% | +15.4% |
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