+167.1%
SYF vs OUST
+554.0%
-386.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +2.4% | +5.2% | -2.8% | +1.8% |
| 30D | +0.8% | -19.3% | +20.1% | +3.0% |
| 3M | +13.4% | -22.6% | +36.0% | +13.8% |
| 6M | +16.3% | +62.8% | -46.4% | +4.8% |
| YTD | -3.0% | +68.3% | -71.4% | -13.5% |
| 1Y | +5.7% | +28.5% | -22.8% | -4.0% |
| All | +167.1% | +554.0% | -386.9% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling