When US keeper Alyssa Naeher batted away Sweden's fifth penalty kick Sunday night, American fans watching at a bar in Sydney, Australia erupted in cheers. Their elation quickly turned to stunned silence when a review of the shot determined the ball had crossed the goal line, sending the US women's team crashing out of the World Cup.

Even ahead of the penalties, crowd sentiment at the stadium in Melbourne was decidedly against the Americans, according to Carly Andler from California.

"Every time the ref made a call for the US there was booing around us," Andler recalled. "It was crazy."

And during the penalties, she said it felt like they were the only ones cheering when the US scored.

"There was like a very small US presence which is unusual for these games," Andler said.

Fans of US women's football are not used the seeing their team lose. The squad came into this tournament aiming for a historic and never before achieved "three-peat" -- three consecutive World Cup wins.

Instead, the defending champions find themselves knocked out before the semi-finals for the very first time.

That confidence was illustrated by the muted US presence in the stands in Melbourne.

While the US fan contingent was hard to miss during the group stages, the lower than normal turnout at Sunday's game was the result of many fans assuming the US would win their group and play in Sydney for the Round of 16.

Susie Quesada and Chris Woolf from San Francisco were among those who had already booked travel and match tickets for Sydney. They contemplated changing plans to see the game in Melbourne but it became a question of cost.

"The juice wasn't worth the squeeze," Woolf said as group winners Netherlands took on South Africa in Sydney on Sunday.

A heartbreaking end

For those who had traveled half way around the world to follow the US, Sunday's loss was particularly cruel as the squad were finally starting to show the kind of form they are renowned for.

While the US had been relatively uninspiring in the group stages, they put on arguably their best performance against Sweden.

"It was such a bummer that Sweden won because the US controlled the whole game," 8 year-old Ellie Sterrett, who as in the stands in Melbourne with her family, told CNN. "After the game, my heart was broken."

Throughout the match, US fans expressed faith that their team, who dominated during regulation time, could pull off a win -- but it wasn't to be.

The penalty shootout was a rollercoaster of emotions for US fans. An American victory still seemed in sight after four penalties each, but after a missed shot from forward Sophia Smith, tension skyrocketed.

"Right when Sophia Smith had the opportunity to win, I was like 'oh we're going to win this, this is ours.'" said Ellie's brother, Trevor, 11.

"And then when she missed I was like, 'OK, this is anybody's game.' And then once Kelley O'Hara hit the post I was kind of nervous."

Trevor said being at the game in person was "really fun."

"But it would have been the cherry on top if they could have won," he added.

Like many US fans, the Sterrett family initially intended to be in Sydney on Sunday but made last-minute plans to attend the game in Melbourne, grabbing tickets off Stubhub and booking new flights from the airport.

Mom Sonia said the whole experience, including the game, was "crazy."

The family arrived in Sydney Monday morning and were all wearing their US gear as they explored the city.

Despite the loss, "we're still repping," she said.

"We still love the USA, we still love the US women's national team. We're proud of them."

Ellie agreed, but added: "They need to win the Olympics next year."

And even with the US out of the tournament, fans remain optimistic about the future of US women's soccer.

Mike Householder from St. Paul, Minnesota, said Sunday's game was a "tough loss".

But he added: "Not everyone remembers that, before she was the hero of the 2015 World Cup, Carli Lloyd missed a [penalty kick] in the 2011 [World Cup] final. It is possible to come back from a crushing defeat."

His wife, Suzanne Rivera, echoed similar sentiments, calling the team's exit "heartbreaking."

"Of course, we are disappointed. But our support for the program is steadfast," she said. "And we hope to cheer in person at the next Women's World Cup, wherever it may be."