-68.9%
XYZ vs SYF
+89.0%
-157.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | +2.4% | -3.4% | -2.7% |
| 30D | -1.7% | +0.8% | -2.6% | -2.4% |
| 3M | +16.7% | +13.4% | +3.3% | +4.7% |
| 6M | +26.9% | +16.3% | +10.5% | +11.5% |
| YTD | +27.1% | -3.0% | +30.2% | +27.3% |
| 1Y | +9.3% | +5.7% | +3.5% | +1.7% |
| 3Y | +42.3% | +160.1% | -117.8% | -43.9% |
| All | -68.9% | +89.0% | -157.8% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling