-21.0%
XOP vs SYF
+340.9%
-361.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +2.6% | +2.4% | +0.2% | +1.3% |
| 30D | +15.4% | +0.8% | +14.6% | +14.7% |
| 3M | +12.1% | +13.4% | -1.3% | +3.6% |
| 6M | +19.7% | +16.3% | +3.3% | +7.8% |
| YTD | +52.4% | -3.0% | +55.4% | +49.1% |
| 1Y | +47.6% | +5.7% | +41.8% | +37.0% |
| 3Y | +34.4% | +160.1% | -125.7% | -26.8% |
| 5Y | +154.4% | +88.5% | +65.9% | +57.7% |
| 10Y | +54.7% | +263.1% | -208.4% | -35.8% |
| All | -21.0% | +340.9% | -361.9% | -69.6% |
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 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