+208.2%
SYF vs URA
+283.4%
-75.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -2.0% |
| 7D | -1.7% | -4.1% | +2.4% | -0.4% |
| 30D | +3.0% | -19.0% | +22.0% | +10.4% |
| 3M | -5.8% | -25.1% | +19.3% | +3.2% |
| 6M | -1.0% | -44.5% | +43.5% | +19.4% |
| YTD | -10.1% | -24.3% | +14.2% | -5.6% |
| 1Y | +2.0% | -28.1% | +30.1% | +8.7% |
| 3Y | +164.5% | +40.7% | +123.8% | +101.7% |
| 5Y | +67.5% | +35.5% | +32.1% | +23.0% |
| All | +208.2% | +283.4% | -75.3% | +27.0% |
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