+167.3%
XOM vs SYF
+340.9%
-173.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.8% | +2.4% | -0.6% | +1.0% |
| 30D | +5.9% | +0.8% | +5.0% | +5.4% |
| 3M | +5.6% | +13.4% | -7.8% | +0.6% |
| 6M | +7.9% | +16.3% | -8.5% | +1.2% |
| YTD | +35.2% | -3.0% | +38.2% | +33.6% |
| 1Y | +46.0% | +5.7% | +40.3% | +39.6% |
| 3Y | +55.0% | +160.1% | -105.1% | +3.0% |
| 5Y | +246.3% | +88.5% | +157.8% | +148.5% |
| 10Y | +181.0% | +263.1% | -82.1% | +45.9% |
| All | +167.3% | +340.9% | -173.6% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling