+76.2%
USO vs SYF
+264.8%
-188.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.0% |
| 7D | +6.2% | -1.3% | +7.6% | +6.5% |
| 30D | +19.1% | -1.1% | +20.2% | +19.2% |
| 3M | +14.2% | +7.4% | +6.8% | +12.0% |
| 6M | +43.7% | +16.2% | +27.5% | +37.8% |
| YTD | +116.8% | -6.1% | +123.0% | +116.0% |
| 1Y | +104.3% | +3.4% | +101.0% | +98.8% |
| 3Y | +91.5% | +162.9% | -71.3% | +46.2% |
| 5Y | +214.1% | +85.6% | +128.5% | +153.3% |
| All | +76.2% | +264.8% | -188.6% | +20.0% |
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