-51.1%
USO vs SYF
+340.9%
-392.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | +2.4% | +7.1% | +9.0% |
| 30D | +23.6% | +0.8% | +22.7% | +23.3% |
| 3M | +3.8% | +13.4% | -9.6% | +0.7% |
| 6M | +55.0% | +16.3% | +38.7% | +48.5% |
| YTD | +105.3% | -3.0% | +108.3% | +103.3% |
| 1Y | +91.4% | +5.7% | +85.7% | +85.5% |
| 3Y | +84.6% | +160.1% | -75.6% | +41.3% |
| 5Y | +191.7% | +88.5% | +103.2% | +134.5% |
| 10Y | +73.3% | +263.1% | -189.8% | +13.8% |
| All | -51.1% | +340.9% | -392.0% | -68.7% |
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