+262.7%
SYF vs UEC
+908.7%
-645.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | -1.1% | +1.9% | -3.0% | -1.6% |
| 3M | +7.4% | +8.9% | -1.5% | +5.3% |
| 6M | +16.2% | -14.5% | +30.7% | +16.4% |
| YTD | -6.1% | -0.7% | -5.4% | -9.2% |
| 1Y | +3.4% | -4.1% | +7.4% | -1.2% |
| 3Y | +162.9% | +148.9% | +13.9% | +102.3% |
| 5Y | +85.6% | +300.0% | -214.4% | +19.8% |
| 10Y | +262.7% | +994.3% | -731.6% | +60.1% |
| All | +262.7% | +908.7% | -645.9% | +60.1% |
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