-1.5%
XLY vs SYF
+7.1%
-8.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -2.0% | +2.4% | -4.4% | -2.7% |
| 30D | -3.1% | +0.8% | -4.0% | -3.5% |
| 3M | -1.8% | +13.4% | -15.2% | -6.0% |
| 6M | -0.9% | +16.3% | -17.2% | -5.9% |
| YTD | -3.4% | -3.0% | -0.4% | -4.8% |
| 1Y | -1.5% | +5.7% | -7.2% | -7.5% |
| All | -1.5% | +7.1% | -8.6% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling