+263.2%
SYF vs URA
+371.9%
-108.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.8% | -2.7% |
| 7D | +2.6% | +8.1% | -5.5% | -0.2% |
| 30D | 0.0% | +5.8% | -5.7% | -2.1% |
| 3M | +11.9% | +3.4% | +8.5% | +9.8% |
| 6M | +18.9% | -2.6% | +21.5% | +17.6% |
| YTD | -4.6% | +11.2% | -15.8% | -11.8% |
| 1Y | +6.4% | +19.8% | -13.5% | -6.3% |
| 3Y | +167.2% | +121.5% | +45.7% | +73.3% |
| 5Y | +92.3% | +134.5% | -42.1% | +13.1% |
| 10Y | +263.2% | +376.7% | -113.5% | +37.2% |
| All | +263.2% | +371.9% | -108.7% | +37.2% |
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