+211.6%
XOM vs SYF
+60.4%
+151.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +2.8% | -2.0% | +4.9% | +3.2% |
| 30D | -3.6% | +1.2% | -4.8% | -3.9% |
| 3M | +8.2% | -9.4% | +17.6% | +9.7% |
| 6M | +14.0% | +4.4% | +9.6% | +12.4% |
| YTD | +44.6% | -11.9% | +56.5% | +46.5% |
| 1Y | +47.8% | -0.4% | +48.2% | +45.6% |
| 3Y | +79.6% | +159.6% | -80.0% | +38.3% |
| All | +211.6% | +60.4% | +151.2% | +171.2% |
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 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