+205.4%
XOM vs SYF
+178.4%
+27.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +2.8% | -2.0% | +4.9% | +3.5% |
| 30D | -3.6% | +1.2% | -4.8% | -4.1% |
| 3M | +8.2% | -9.4% | +17.6% | +11.2% |
| 6M | +14.0% | +4.4% | +9.6% | +10.8% |
| YTD | +44.6% | -11.9% | +56.5% | +47.0% |
| 1Y | +47.8% | -0.4% | +48.2% | +43.6% |
| 3Y | +79.6% | +159.6% | -80.0% | +16.1% |
| 5Y | +214.3% | +60.9% | +153.4% | +134.6% |
| All | +205.4% | +178.4% | +27.0% | +65.2% |
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 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