+85.6%
SYF vs SPXU
-85.9%
+171.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.0% |
| 7D | -1.3% | +1.3% | -2.6% | -0.7% |
| 30D | -1.1% | +5.1% | -6.2% | +1.4% |
| 3M | +7.4% | -9.1% | +16.5% | +4.0% |
| 6M | +16.2% | -29.6% | +45.8% | +1.5% |
| YTD | -6.1% | -27.7% | +21.6% | -16.3% |
| 1Y | +3.4% | -37.0% | +40.3% | -12.5% |
| 3Y | +162.9% | -80.2% | +243.0% | +55.9% |
| 5Y | +85.6% | -86.0% | +171.6% | +14.9% |
| All | +85.6% | -85.9% | +171.4% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling