+204.6%
SYF vs URA
+307.1%
-102.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -2.8% |
| 7D | -4.7% | +4.3% | -9.0% | -6.2% |
| 30D | +0.6% | -11.7% | +12.3% | +4.6% |
| 3M | -6.8% | -23.5% | +16.7% | +1.4% |
| 6M | +0.5% | -37.8% | +38.3% | +16.4% |
| YTD | -11.1% | -19.6% | +8.5% | -8.7% |
| 1Y | +1.3% | -24.8% | +26.1% | +6.3% |
| 3Y | +164.6% | +47.0% | +117.7% | +99.0% |
| 5Y | +65.2% | +35.4% | +29.8% | +22.2% |
| 10Y | +204.6% | +302.3% | -97.7% | +22.8% |
| All | +204.6% | +307.1% | -102.5% | +22.8% |
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