+1,218.8%
URI vs SYF
+219.4%
+999.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.6% | +7.3% |
| 7D | -4.0% | -4.3% | +0.2% | -1.4% |
| 30D | +6.8% | +1.0% | +5.8% | +6.1% |
| 3M | -2.8% | -6.4% | +3.6% | +0.8% |
| 6M | +20.9% | +1.0% | +19.9% | +18.3% |
| YTD | +40.2% | -10.7% | +51.0% | +46.3% |
| 1Y | +34.1% | +1.8% | +32.3% | +28.7% |
| 3Y | +164.1% | +165.8% | -1.7% | +31.7% |
| 5Y | +199.3% | +65.9% | +133.4% | +94.6% |
| 10Y | +1,218.8% | +206.0% | +1,012.8% | +426.5% |
| All | +1,218.8% | +219.4% | +999.4% | +426.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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