+212.6%
URI vs SYF
+61.9%
+150.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +3.9% |
| 7D | +2.4% | -3.6% | +6.0% | +4.5% |
| 30D | +8.9% | -1.7% | +10.6% | +10.0% |
| 3M | +0.8% | -7.8% | +8.6% | +5.2% |
| 6M | +23.1% | +3.4% | +19.7% | +19.2% |
| YTD | +43.1% | -12.2% | +55.3% | +50.4% |
| 1Y | +35.7% | -1.6% | +37.3% | +33.1% |
| 3Y | +158.2% | +157.8% | +0.4% | +35.6% |
| 5Y | +212.6% | +61.9% | +150.7% | +112.1% |
| All | +212.6% | +61.9% | +150.7% | +112.1% |
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