+250.1%
SYF vs UDR
+47.2%
+202.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.9% | -3.5% | -1.5% | -2.5% |
| 30D | -4.3% | -5.3% | +1.0% | -0.6% |
| 3M | +5.5% | -9.5% | +15.0% | +12.9% |
| 6M | +17.5% | -0.7% | +18.2% | +17.0% |
| YTD | -7.8% | -1.2% | -6.6% | -8.1% |
| 1Y | +1.6% | -5.7% | +7.4% | +4.6% |
| 3Y | +154.8% | +3.7% | +151.1% | +140.0% |
| 5Y | +79.5% | -18.9% | +98.4% | +98.8% |
| All | +250.1% | +47.2% | +202.9% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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