+86.5%
USO vs SYF
+170.1%
-83.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.8% |
| 7D | +3.6% | +2.6% | +1.0% | +3.7% |
| 30D | +23.8% | 0.0% | +23.7% | +23.8% |
| 3M | +8.1% | +11.9% | -3.9% | +8.3% |
| 6M | +34.3% | +18.9% | +15.3% | +33.5% |
| YTD | +111.1% | -4.6% | +115.7% | +114.5% |
| 1Y | +99.9% | +6.4% | +93.6% | +99.8% |
| 3Y | +86.5% | +167.2% | -80.7% | +60.2% |
| All | +86.5% | +170.1% | -83.6% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling