-23.9%
XOP vs SYF
+297.1%
-321.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +5.2% | -3.3% | +8.4% | +6.8% |
| 30D | -8.4% | -2.2% | -6.2% | -7.6% |
| 3M | +2.9% | -9.3% | +12.3% | +7.3% |
| 6M | +8.8% | +2.1% | +6.8% | +5.2% |
| YTD | +46.9% | -12.6% | +59.5% | +50.6% |
| 1Y | +41.5% | -3.4% | +44.9% | +37.3% |
| 3Y | +43.1% | +156.5% | -113.4% | -21.8% |
| 5Y | +92.2% | +59.6% | +32.6% | +29.5% |
| 10Y | +52.3% | +178.6% | -126.3% | -28.8% |
| All | -23.9% | +297.1% | -321.0% | -69.3% |
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 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