+303.9%
SYF vs UEC
+348.2%
-44.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.1% | -10.8% | -2.0% |
| 7D | -4.7% | +1.5% | -6.2% | -5.0% |
| 30D | +0.6% | -17.1% | +17.7% | +2.7% |
| 3M | -6.8% | -32.3% | +25.5% | -2.7% |
| 6M | +0.5% | -49.7% | +50.3% | +7.8% |
| YTD | -11.1% | -34.8% | +23.6% | -9.2% |
| 1Y | +1.3% | -37.5% | +38.8% | +3.6% |
| 3Y | +164.6% | +37.1% | +127.6% | +130.6% |
| 5Y | +65.2% | +44.3% | +20.9% | +33.4% |
| 10Y | +204.6% | +737.4% | -532.8% | +73.2% |
| All | +303.9% | +348.2% | -44.3% | +118.4% |
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