+152.6%
XRT vs SYF
+218.0%
-65.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.0% |
| 7D | +2.5% | -4.7% | +7.2% | +4.5% |
| 30D | +10.3% | +0.6% | +9.8% | +10.1% |
| 3M | +2.4% | -6.8% | +9.2% | +5.2% |
| 6M | +10.0% | +0.5% | +9.4% | +8.9% |
| YTD | +9.5% | -11.1% | +20.7% | +13.4% |
| 1Y | +17.2% | +1.3% | +15.9% | +14.8% |
| 3Y | +62.0% | +164.6% | -102.7% | +2.7% |
| 5Y | -2.1% | +65.2% | -67.3% | -27.0% |
| 10Y | +152.6% | +204.6% | -52.0% | +32.9% |
| All | +152.6% | +218.0% | -65.4% | +32.9% |
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