+247.6%
SYF vs UL
+65.6%
+182.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.9% |
| 7D | -5.5% | -4.1% | -1.5% | -3.9% |
| 30D | -3.9% | -1.2% | -2.7% | -3.4% |
| 3M | +8.9% | +6.0% | +2.9% | +6.1% |
| 6M | +16.2% | -5.5% | +21.7% | +18.3% |
| YTD | -8.4% | -3.3% | -5.1% | -8.1% |
| 1Y | +2.6% | -9.8% | +12.4% | +5.9% |
| 3Y | +156.4% | +20.1% | +136.2% | +123.3% |
| 5Y | +78.2% | +19.2% | +59.0% | +52.6% |
| All | +247.6% | +65.6% | +182.0% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling