+61.0%
SYF vs OUST
-53.0%
+114.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.5% | +9.3% | +1.7% |
| 7D | -2.0% | -3.8% | +1.8% | -1.8% |
| 30D | +1.2% | +5.1% | -3.9% | 0.0% |
| 3M | -9.4% | -25.8% | +16.4% | -7.5% |
| 6M | +4.4% | -2.0% | +6.4% | +0.4% |
| YTD | -11.9% | +54.7% | -66.6% | -21.2% |
| 1Y | -0.4% | +48.8% | -49.2% | -10.7% |
| 3Y | +159.6% | +607.8% | -448.3% | +75.4% |
| All | +61.0% | -53.0% | +114.1% | +25.5% |
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