+170.6%
SYF vs UDR
+54.6%
+115.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.2% |
| 7D | -2.0% | -0.4% | -1.6% | -1.8% |
| 30D | +1.2% | +7.8% | -6.6% | -4.3% |
| 3M | -9.4% | -2.8% | -6.6% | -7.8% |
| 6M | +4.4% | -1.4% | +5.9% | +4.7% |
| YTD | -11.9% | +3.4% | -15.3% | -15.3% |
| 1Y | -0.4% | +9.9% | -10.3% | -8.5% |
| 3Y | +159.6% | +28.5% | +131.1% | +108.0% |
| 5Y | +60.9% | -20.5% | +81.4% | +81.9% |
| All | +170.6% | +54.6% | +115.9% | +131.6% |
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