+197.9%
SYF vs OUST
-65.4%
+263.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +15.7% | -15.9% | -1.8% |
| 7D | -0.4% | -0.2% | -0.2% | -0.6% |
| 30D | +4.4% | -24.0% | +28.4% | +6.9% |
| 3M | -4.7% | -29.9% | +25.2% | -2.0% |
| 6M | +1.9% | +19.1% | -17.2% | -4.3% |
| YTD | -8.9% | +55.0% | -63.9% | -18.0% |
| 1Y | +4.1% | +21.2% | -17.1% | -4.0% |
| 3Y | +162.2% | +626.0% | -463.8% | +79.8% |
| 5Y | +73.9% | -51.6% | +125.5% | +44.5% |
| All | +197.9% | -65.4% | +263.3% | +156.5% |
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 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