+201.7%
SYF vs USHY
+50.7%
+150.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | +2.4% | -0.1% | +2.5% | +2.8% |
| 30D | +0.8% | +0.1% | +0.8% | +0.6% |
| 3M | +13.4% | +0.8% | +12.6% | +11.0% |
| 6M | +16.3% | +1.7% | +14.6% | +11.3% |
| YTD | -3.0% | +2.5% | -5.5% | -9.0% |
| 1Y | +5.7% | +4.4% | +1.3% | -5.8% |
| 3Y | +160.1% | +27.4% | +132.7% | +37.5% |
| 5Y | +88.5% | +21.7% | +66.8% | +18.3% |
| All | +201.7% | +50.7% | +150.9% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling