+194.1%
SYF vs OUST
-68.5%
+262.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.0% | +7.7% | -0.3% |
| 7D | -3.8% | -5.0% | +1.3% | -3.5% |
| 30D | +2.6% | -32.0% | +34.7% | +6.3% |
| 3M | -6.5% | -32.4% | +25.8% | -3.5% |
| 6M | +0.8% | +6.7% | -5.9% | -4.3% |
| YTD | -10.1% | +41.0% | -51.1% | -18.3% |
| 1Y | +0.8% | +18.0% | -17.1% | -6.8% |
| 3Y | +158.8% | +560.6% | -401.8% | +79.2% |
| 5Y | +67.5% | -55.1% | +122.6% | +40.3% |
| All | +194.1% | -68.5% | +262.6% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling