+163.3%
SYF vs URA
+36.0%
+127.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.4% |
| 7D | -2.1% | -4.1% | +2.0% | -1.3% |
| 30D | +2.5% | -19.0% | +21.5% | +7.1% |
| 3M | -6.3% | -25.1% | +18.9% | -0.6% |
| 6M | -1.5% | -44.5% | +43.0% | +11.0% |
| YTD | -10.5% | -24.3% | +13.8% | -7.8% |
| 1Y | +1.5% | -28.1% | +29.6% | +5.7% |
| 3Y | +163.3% | +40.7% | +122.6% | +119.3% |
| All | +163.3% | +36.0% | +127.3% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling