-49.9%
USO vs SYF
+300.4%
-350.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | -1.9% | -2.0% | +0.1% | -1.6% |
| 30D | -5.2% | +1.2% | -6.4% | -5.5% |
| 3M | +16.4% | -9.4% | +25.8% | +18.1% |
| 6M | +2.5% | +4.4% | -1.9% | +0.5% |
| YTD | +110.5% | -11.9% | +122.4% | +111.6% |
| 1Y | +108.4% | -0.4% | +108.8% | +103.8% |
| 3Y | +99.6% | +159.6% | -59.9% | +52.2% |
| 5Y | +160.1% | +60.9% | +99.2% | +116.0% |
| 10Y | +86.3% | +180.9% | -94.7% | +29.1% |
| All | -49.9% | +300.4% | -350.3% | -67.4% |
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