+299.1%
SYF vs UDR
+94.0%
+205.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -3.6% | -1.8% | -1.8% | -2.4% |
| 30D | -1.7% | +7.9% | -9.7% | -6.7% |
| 3M | -7.8% | -0.8% | -7.0% | -7.6% |
| 6M | +3.4% | 0.0% | +3.4% | +2.7% |
| YTD | -12.2% | +3.7% | -15.9% | -15.4% |
| 1Y | -1.6% | +8.5% | -10.1% | -8.0% |
| 3Y | +157.8% | +26.6% | +131.2% | +114.5% |
| 5Y | +61.9% | -20.2% | +82.1% | +80.6% |
| 10Y | +180.0% | +54.7% | +125.3% | +130.5% |
| All | +299.1% | +94.0% | +205.1% | +209.4% |
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