+247.6%
SYF vs USFR
+28.0%
+219.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -3.9% | +0.3% | -4.2% | -4.4% |
| 3M | +8.9% | +1.0% | +8.0% | +7.2% |
| 6M | +16.2% | +1.9% | +14.3% | +12.5% |
| YTD | -8.4% | +2.7% | -11.1% | -12.5% |
| 1Y | +2.6% | +4.0% | -1.4% | -4.2% |
| 3Y | +156.4% | +14.1% | +142.3% | +105.1% |
| 5Y | +78.2% | +20.5% | +57.7% | +28.8% |
| All | +247.6% | +28.0% | +219.6% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling