+91.4%
USO vs SYF
+7.1%
+84.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | 0.0% |
| 7D | +9.5% | +2.4% | +7.1% | +10.9% |
| 30D | +23.6% | +0.8% | +22.7% | +24.4% |
| 3M | +3.8% | +13.4% | -9.6% | +12.6% |
| 6M | +55.0% | +16.3% | +38.7% | +70.8% |
| YTD | +105.3% | -3.0% | +108.3% | +123.5% |
| 1Y | +91.4% | +5.7% | +85.7% | +105.2% |
| All | +91.4% | +7.1% | +84.3% | +105.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling