+186.5%
SYF vs UEC
+696.7%
-510.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -1.2% |
| 7D | -4.2% | -5.2% | +1.0% | -3.7% |
| 30D | -1.1% | -22.0% | +20.9% | +2.2% |
| 3M | -7.9% | -37.0% | +29.1% | -2.1% |
| 6M | -1.1% | -52.7% | +51.6% | +8.2% |
| YTD | -12.6% | -38.6% | +26.0% | -9.7% |
| 1Y | -2.4% | -44.6% | +42.2% | +1.9% |
| 3Y | +156.6% | +27.1% | +129.5% | +118.9% |
| 5Y | +61.9% | +37.9% | +24.0% | +24.8% |
| 10Y | +186.5% | +631.6% | -445.2% | +37.1% |
| All | +186.5% | +696.7% | -510.2% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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