+108.7%
USB vs SYF
+263.5%
-154.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +1.4% | +2.4% | -1.0% | +0.1% |
| 30D | -1.3% | +0.8% | -2.2% | -1.8% |
| 3M | +15.2% | +13.4% | +1.8% | +6.8% |
| 6M | +18.8% | +16.3% | +2.5% | +8.4% |
| YTD | +21.0% | -3.0% | +24.0% | +21.2% |
| 1Y | +34.0% | +5.7% | +28.3% | +27.8% |
| 3Y | +95.3% | +160.1% | -64.8% | +9.5% |
| 5Y | +40.4% | +88.5% | -48.1% | -9.7% |
| All | +108.7% | +263.5% | -154.7% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling