+158.7%
SYF vs SPXU
-81.0%
+239.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | -1.3% |
| 7D | -3.6% | +1.5% | -5.1% | -2.5% |
| 30D | -1.7% | +6.4% | -8.1% | +1.8% |
| 3M | -7.8% | +4.2% | -12.1% | -5.0% |
| 6M | +3.4% | -7.8% | +11.2% | +1.6% |
| YTD | -12.2% | -27.5% | +15.3% | -21.7% |
| 1Y | -1.6% | -27.1% | +25.6% | -11.4% |
| All | +158.7% | -81.0% | +239.7% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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