+599.6%
XYZ vs SYF
+263.5%
+336.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | +2.4% | -3.4% | -2.3% |
| 30D | -1.7% | +0.8% | -2.6% | -2.2% |
| 3M | +16.7% | +13.4% | +3.3% | +7.6% |
| 6M | +26.9% | +16.3% | +10.5% | +15.2% |
| YTD | +27.1% | -3.0% | +30.2% | +27.6% |
| 1Y | +9.3% | +5.7% | +3.5% | +4.0% |
| 3Y | +42.3% | +160.1% | -117.8% | -23.1% |
| 5Y | -69.3% | +88.5% | -157.8% | -80.0% |
| All | +599.6% | +263.5% | +336.1% | +199.3% |
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 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