+85.6%
SYF vs USHY
+21.5%
+64.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.1% |
| 7D | -1.3% | -0.1% | -1.2% | -1.0% |
| 30D | -1.1% | 0.0% | -1.0% | -0.9% |
| 3M | +7.4% | +0.8% | +6.6% | +5.3% |
| 6M | +16.2% | +1.9% | +14.3% | +11.2% |
| YTD | -6.1% | +2.3% | -8.4% | -10.8% |
| 1Y | +3.4% | +4.1% | -0.8% | -6.1% |
| 3Y | +162.9% | +27.8% | +135.1% | +53.6% |
| 5Y | +85.6% | +21.5% | +64.1% | +31.4% |
| All | +85.6% | +21.5% | +64.1% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling