+117.4%
USB vs SYF
+308.6%
-191.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.4% |
| 7D | -1.5% | -3.8% | +2.3% | +0.6% |
| 30D | +4.3% | +2.6% | +1.6% | +2.8% |
| 3M | -6.1% | -6.5% | +0.5% | -2.8% |
| 6M | +9.4% | +0.8% | +8.6% | +7.9% |
| YTD | +15.2% | -10.1% | +25.3% | +20.0% |
| 1Y | +32.8% | +0.8% | +31.9% | +30.0% |
| 3Y | +91.3% | +158.8% | -67.5% | +9.0% |
| 5Y | +22.7% | +67.5% | -44.8% | -14.8% |
| 10Y | +97.0% | +230.0% | -132.9% | -13.2% |
| All | +117.4% | +308.6% | -191.2% | -8.6% |
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 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