+634.6%
XYZ vs SYF
+196.3%
+438.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.1% |
| 7D | +12.6% | -4.2% | +16.8% | +15.6% |
| 30D | +10.8% | -1.1% | +11.9% | +11.5% |
| 3M | +8.4% | -7.9% | +16.2% | +13.8% |
| 6M | +14.3% | -1.1% | +15.4% | +14.4% |
| YTD | +31.5% | -12.6% | +44.1% | +40.5% |
| 1Y | +28.1% | -2.4% | +30.5% | +27.8% |
| 3Y | +66.2% | +156.6% | -90.5% | -10.0% |
| 5Y | -62.3% | +61.9% | -124.2% | -73.3% |
| 10Y | +634.6% | +186.5% | +448.1% | +231.2% |
| All | +634.6% | +196.3% | +438.3% | +231.2% |
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