+159.6%
SYF vs URA
+35.4%
+124.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -2.0% | -1.5% | -0.5% | -1.8% |
| 30D | +1.2% | -10.4% | +11.6% | +3.4% |
| 3M | -9.4% | -29.6% | +20.3% | -2.5% |
| 6M | +4.4% | -40.3% | +44.7% | +15.8% |
| YTD | -11.9% | -25.5% | +13.6% | -9.0% |
| 1Y | -0.4% | -26.4% | +26.0% | +2.9% |
| 3Y | +159.6% | +31.4% | +128.1% | +115.8% |
| All | +159.6% | +35.4% | +124.2% | +115.8% |
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 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