+340.9%
SYF vs URA
+124.3%
+216.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.4% | +1.1% | +1.3% | +2.0% |
| 30D | +0.8% | +7.4% | -6.5% | -1.8% |
| 3M | +13.4% | -8.4% | +21.8% | +15.8% |
| 6M | +16.3% | -12.7% | +29.1% | +19.6% |
| YTD | -3.0% | +7.8% | -10.8% | -9.0% |
| 1Y | +5.7% | +19.5% | -13.7% | -6.3% |
| 3Y | +160.1% | +116.4% | +43.7% | +74.2% |
| 5Y | +88.5% | +134.3% | -45.8% | +14.7% |
| 10Y | +263.1% | +359.3% | -96.2% | +46.9% |
| All | +340.9% | +124.3% | +216.6% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling