+123.7%
XRT vs SYF
+259.8%
-136.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.5% |
| 7D | -0.3% | +2.6% | -2.9% | -1.3% |
| 30D | -5.6% | 0.0% | -5.7% | -5.7% |
| 3M | +2.5% | +11.9% | -9.4% | -2.6% |
| 6M | +3.7% | +18.9% | -15.2% | -4.1% |
| YTD | +1.0% | -4.6% | +5.6% | +1.6% |
| 1Y | -1.2% | +6.4% | -7.6% | -5.1% |
| 3Y | +43.4% | +167.2% | -123.8% | -9.5% |
| 5Y | -0.7% | +92.3% | -93.1% | -30.3% |
| 10Y | +123.7% | +263.2% | -139.5% | +8.2% |
| All | +123.7% | +259.8% | -136.1% | +8.2% |
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