+168.4%
SYF vs URA
+272.2%
-103.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.8% |
| 7D | -3.3% | +4.5% | -7.7% | -4.9% |
| 30D | -2.2% | -13.4% | +11.3% | +2.4% |
| 3M | -9.3% | -28.4% | +19.1% | +0.9% |
| 6M | +2.1% | -40.5% | +42.5% | +20.1% |
| YTD | -12.6% | -24.3% | +11.6% | -8.4% |
| 1Y | -3.4% | -28.8% | +25.4% | +3.2% |
| 3Y | +156.5% | +37.6% | +118.9% | +97.3% |
| 5Y | +59.6% | +30.7% | +28.9% | +19.3% |
| All | +168.4% | +272.2% | -103.9% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling