+203.4%
URI vs SYF
+89.0%
+114.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.0% | +2.4% | -4.4% | -3.3% |
| 30D | -12.9% | +0.8% | -13.8% | -13.5% |
| 3M | -6.7% | +13.4% | -20.1% | -14.0% |
| 6M | +19.0% | +16.3% | +2.7% | +7.3% |
| YTD | +25.5% | -3.0% | +28.5% | +25.0% |
| 1Y | +5.5% | +5.7% | -0.2% | -0.7% |
| 3Y | +111.3% | +160.1% | -48.8% | +11.4% |
| All | +203.4% | +89.0% | +114.5% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling