+157.4%
SYF vs USHY
+25.6%
+131.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +1.1% |
| 7D | -3.3% | -0.3% | -2.9% | -2.1% |
| 30D | -2.2% | +0.3% | -2.5% | -3.3% |
| 3M | -9.3% | -1.7% | -7.6% | -2.7% |
| 6M | +2.1% | -0.4% | +2.5% | +4.1% |
| YTD | -12.6% | +0.7% | -13.4% | -14.4% |
| 1Y | -3.4% | +1.8% | -5.2% | -9.2% |
| All | +157.4% | +25.6% | +131.9% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling