+340.9%
SYF vs UEC
+578.8%
-237.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.4% | -6.9% | +9.3% | +3.3% |
| 30D | +0.8% | +7.6% | -6.8% | -0.3% |
| 3M | +13.4% | -18.4% | +31.8% | +15.4% |
| 6M | +16.3% | -23.3% | +39.6% | +18.1% |
| YTD | -3.0% | -1.2% | -1.8% | -5.5% |
| 1Y | +5.7% | +2.3% | +3.4% | +1.0% |
| 3Y | +160.1% | +162.3% | -2.2% | +108.2% |
| 5Y | +88.5% | +287.2% | -198.7% | +33.6% |
| 10Y | +263.1% | +1,009.6% | -746.5% | +97.7% |
| All | +340.9% | +578.8% | -237.9% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling