+51.7%
XOP vs SYF
+178.4%
-126.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +6.3% | -2.0% | +8.4% | +7.4% |
| 30D | -6.6% | +1.2% | -7.8% | -7.4% |
| 3M | +3.6% | -9.4% | +12.9% | +8.0% |
| 6M | +10.8% | +4.4% | +6.3% | +5.8% |
| YTD | +48.3% | -11.9% | +60.2% | +51.4% |
| 1Y | +42.9% | -0.4% | +43.3% | +36.3% |
| 3Y | +43.3% | +159.6% | -116.3% | -23.5% |
| 5Y | +94.0% | +60.9% | +33.1% | +29.0% |
| All | +51.7% | +178.4% | -126.8% | -29.6% |
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