+162.4%
XOP vs SYF
+89.0%
+73.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | +0.6% | +2.6% | -2.0% | -0.3% |
| 30D | +16.5% | 0.0% | +16.5% | +16.3% |
| 3M | +15.7% | +11.9% | +3.8% | +9.8% |
| 6M | +19.2% | +18.9% | +0.3% | +9.4% |
| YTD | +55.0% | -4.6% | +59.5% | +54.2% |
| 1Y | +54.2% | +6.4% | +47.8% | +45.8% |
| 3Y | +35.9% | +167.2% | -131.3% | -16.6% |
| 5Y | +162.4% | +92.3% | +70.1% | +78.1% |
| All | +162.4% | +89.0% | +73.4% | +78.1% |
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