+340.9%
SYF vs UDR
+91.5%
+249.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | -2.0% | +4.4% | +3.7% |
| 30D | +0.8% | -5.2% | +6.0% | +4.3% |
| 3M | +13.4% | -5.8% | +19.2% | +17.6% |
| 6M | +16.3% | -1.7% | +18.0% | +16.8% |
| YTD | -3.0% | +2.4% | -5.4% | -5.5% |
| 1Y | +5.7% | -2.1% | +7.8% | +5.9% |
| 3Y | +160.1% | +4.2% | +155.9% | +146.5% |
| 5Y | +88.5% | -20.0% | +108.5% | +109.6% |
| 10Y | +263.1% | +44.6% | +218.4% | +205.5% |
| All | +340.9% | +91.5% | +249.4% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling