+340.9%
SYF vs USFR
+27.7%
+313.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +0.8% | +0.3% | +0.5% | +0.7% |
| 3M | +13.4% | +1.0% | +12.4% | +12.8% |
| 6M | +16.3% | +1.9% | +14.4% | +15.2% |
| YTD | -3.0% | +2.6% | -5.6% | -4.3% |
| 1Y | +5.7% | +4.0% | +1.7% | +3.6% |
| 3Y | +160.1% | +14.1% | +146.0% | +143.5% |
| 5Y | +88.5% | +20.4% | +68.1% | +71.8% |
| 10Y | +263.1% | +28.0% | +235.1% | +225.0% |
| All | +340.9% | +27.7% | +313.1% | +302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling