+167.1%
SYF vs URA
+114.7%
+52.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.4% | +1.1% | +1.3% | +2.1% |
| 30D | +0.8% | +7.4% | -6.5% | -0.8% |
| 3M | +13.4% | -8.4% | +21.8% | +14.9% |
| 6M | +16.3% | -12.7% | +29.1% | +18.4% |
| YTD | -3.0% | +7.8% | -10.8% | -7.1% |
| 1Y | +5.7% | +19.5% | -13.7% | -2.8% |
| All | +167.1% | +114.7% | +52.4% | +105.4% |
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