+192.8%
SYF vs OUST
-64.1%
+256.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.5% | -1.9% |
| 7D | -2.1% | +17.0% | -19.1% | -4.0% |
| 30D | +2.5% | -16.5% | +19.0% | +3.8% |
| 3M | -6.3% | -23.7% | +17.4% | -4.6% |
| 6M | -1.5% | +18.4% | -19.8% | -7.5% |
| YTD | -10.5% | +60.8% | -71.3% | -19.8% |
| 1Y | +1.5% | +44.2% | -42.7% | -8.2% |
| 3Y | +163.3% | +668.1% | -504.8% | +79.2% |
| 5Y | +66.8% | -48.8% | +115.6% | +37.6% |
| All | +192.8% | -64.1% | +256.9% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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