-68.6%
USAR vs SYF
-0.5%
-68.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +4.0% |
| 7D | +0.8% | -3.6% | +4.4% | +3.5% |
| 30D | -30.1% | -1.7% | -28.3% | -29.1% |
| 3M | -56.3% | -7.8% | -48.5% | -53.5% |
| 6M | -68.6% | +3.4% | -72.0% | -70.8% |
| All | -68.6% | -0.5% | -68.1% | -70.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling