+66.5%
SYF vs OUST
-49.1%
+115.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.5% | -1.9% |
| 7D | -2.1% | +17.0% | -19.1% | -4.1% |
| 30D | +2.5% | -16.5% | +19.0% | +3.9% |
| 3M | -6.3% | -23.7% | +17.4% | -4.5% |
| 6M | -1.5% | +18.4% | -19.8% | -7.7% |
| YTD | -10.5% | +60.8% | -71.3% | -20.1% |
| 1Y | +1.5% | +44.2% | -42.7% | -8.5% |
| 3Y | +163.3% | +668.1% | -504.8% | +76.8% |
| All | +66.5% | -49.1% | +115.6% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling