+935.4%
URI vs SYF
+306.8%
+628.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.4% |
| 7D | -9.8% | -2.1% | -7.6% | -8.6% |
| 30D | +1.7% | +2.5% | -0.8% | +0.2% |
| 3M | -9.1% | -6.3% | -2.8% | -5.7% |
| 6M | +9.9% | -1.5% | +11.3% | +9.2% |
| YTD | +31.2% | -10.5% | +41.7% | +36.8% |
| 1Y | +25.9% | +1.5% | +24.4% | +21.1% |
| 3Y | +147.4% | +163.3% | -15.9% | +24.3% |
| 5Y | +179.7% | +66.8% | +113.0% | +81.4% |
| 10Y | +1,419.5% | +228.5% | +1,191.0% | +468.9% |
| All | +935.4% | +306.8% | +628.6% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling