+167.2%
SYF vs UDR
+4.7%
+162.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +2.6% | -2.1% | +4.7% | +3.8% |
| 30D | 0.0% | -5.6% | +5.7% | +3.2% |
| 3M | +11.9% | -5.8% | +17.7% | +15.4% |
| 6M | +18.9% | -1.1% | +20.0% | +19.0% |
| YTD | -4.6% | +1.6% | -6.2% | -6.2% |
| 1Y | +6.4% | -2.7% | +9.0% | +7.2% |
| 3Y | +167.2% | +6.3% | +160.9% | +159.0% |
| All | +167.2% | +4.7% | +162.5% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling