+261.8%
XOM vs SYF
+89.2%
+172.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | 0.0% | -1.3% | +1.4% | +0.3% |
| 30D | +3.4% | -1.1% | +4.5% | +3.5% |
| 3M | +11.0% | +7.4% | +3.6% | +9.1% |
| 6M | +10.6% | +16.2% | -5.6% | +6.5% |
| YTD | +39.2% | -6.1% | +45.3% | +39.7% |
| 1Y | +52.7% | +3.4% | +49.3% | +49.6% |
| 3Y | +56.8% | +162.9% | -106.1% | +19.1% |
| 5Y | +261.8% | +85.6% | +176.2% | +192.3% |
| All | +261.8% | +89.2% | +172.5% | +192.3% |
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