+186.8%
SYF vs USHY
+49.7%
+137.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | -4.9% | -0.7% | -4.2% | -3.0% |
| 30D | -4.3% | -0.7% | -3.6% | -2.4% |
| 3M | +5.5% | +0.1% | +5.5% | +5.6% |
| 6M | +17.5% | +1.8% | +15.7% | +12.3% |
| YTD | -7.8% | +1.8% | -9.6% | -11.7% |
| 1Y | +1.6% | +3.3% | -1.7% | -6.5% |
| 3Y | +154.8% | +27.0% | +127.8% | +36.0% |
| 5Y | +79.5% | +21.0% | +58.5% | +14.5% |
| All | +186.8% | +49.7% | +137.1% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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