+41.2%
USB vs SYF
+89.0%
-47.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +1.4% | +2.4% | -1.0% | +0.2% |
| 30D | -1.3% | +0.8% | -2.2% | -1.8% |
| 3M | +15.2% | +13.4% | +1.8% | +6.9% |
| 6M | +18.8% | +16.3% | +2.5% | +8.6% |
| YTD | +21.0% | -3.0% | +24.0% | +21.3% |
| 1Y | +34.0% | +5.7% | +28.3% | +27.9% |
| 3Y | +95.3% | +160.1% | -64.8% | +10.0% |
| All | +41.2% | +89.0% | -47.8% | -10.6% |
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