+2.1%
SYF vs URA
-41.9%
+44.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.2% |
| 7D | -3.3% | +4.5% | -7.7% | -4.1% |
| 30D | -2.2% | -13.4% | +11.3% | +0.5% |
| 3M | -9.3% | -28.4% | +19.1% | -3.2% |
| 6M | +2.1% | -40.5% | +42.5% | +10.8% |
| All | +2.1% | -41.9% | +44.0% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling