+159.4%
SYF vs USHY
+27.6%
+131.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -0.9% |
| 7D | -1.3% | -0.1% | -1.2% | -0.8% |
| 30D | -1.1% | 0.0% | -1.0% | -0.8% |
| 3M | +7.4% | +0.8% | +6.6% | +4.4% |
| 6M | +16.2% | +1.9% | +14.3% | +9.0% |
| YTD | -6.1% | +2.3% | -8.4% | -12.9% |
| 1Y | +3.4% | +4.1% | -0.8% | -10.2% |
| All | +159.4% | +27.6% | +131.7% | +41.3% |
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