+554.0%
XYZ vs SYF
+196.0%
+358.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +2.0% |
| 7D | +12.1% | -2.1% | +14.3% | +13.6% |
| 30D | +12.4% | +2.5% | +9.9% | +10.6% |
| 3M | +8.2% | -6.3% | +14.4% | +12.3% |
| 6M | +20.7% | -1.5% | +22.1% | +21.0% |
| YTD | +31.3% | -10.5% | +41.8% | +38.2% |
| 1Y | +20.5% | +1.5% | +19.0% | +17.5% |
| 3Y | +72.6% | +163.3% | -90.7% | -6.0% |
| 5Y | -64.0% | +66.8% | -130.7% | -74.6% |
| 10Y | +601.8% | +228.5% | +373.3% | +212.2% |
| All | +554.0% | +196.0% | +358.0% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling