+638.0%
XYZ vs SYF
+218.0%
+420.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +4.0% |
| 7D | +14.9% | -4.7% | +19.6% | +18.3% |
| 30D | +14.7% | +0.6% | +14.1% | +14.2% |
| 3M | +12.1% | -6.8% | +18.9% | +16.9% |
| 6M | +18.3% | +0.5% | +17.8% | +17.2% |
| YTD | +36.1% | -11.1% | +47.2% | +43.9% |
| 1Y | +35.3% | +1.3% | +34.0% | +31.9% |
| 3Y | +73.5% | +164.6% | -91.2% | -7.5% |
| 5Y | -61.6% | +65.2% | -126.8% | -73.1% |
| 10Y | +638.0% | +204.6% | +433.4% | +238.9% |
| All | +638.0% | +218.0% | +420.0% | +238.9% |
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