+75.4%
USAR vs SYF
+142.3%
-66.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +2.3% | +2.6% | -0.3% | +1.7% |
| 30D | -8.6% | 0.0% | -8.7% | -8.5% |
| 3M | -20.5% | +11.9% | -32.4% | -22.5% |
| 6M | +1.2% | +18.9% | -17.7% | -1.7% |
| YTD | +48.4% | -4.6% | +53.0% | +48.3% |
| 1Y | +30.6% | +6.4% | +24.2% | +29.2% |
| 3Y | +73.6% | +167.2% | -93.5% | +70.1% |
| All | +75.4% | +142.3% | -66.9% | +71.7% |
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