+256.4%
SYF vs UL
+67.9%
+188.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -0.9% |
| 7D | -1.3% | -3.2% | +1.9% | 0.0% |
| 30D | -1.1% | -0.6% | -0.5% | -0.9% |
| 3M | +7.4% | +9.4% | -2.0% | +3.2% |
| 6M | +16.2% | -4.1% | +20.3% | +17.6% |
| YTD | -6.1% | -2.0% | -4.1% | -6.3% |
| 1Y | +3.4% | -9.0% | +12.3% | +6.2% |
| 3Y | +162.9% | +21.8% | +141.0% | +127.6% |
| 5Y | +85.6% | +20.6% | +65.0% | +58.2% |
| All | +256.4% | +67.9% | +188.5% | +210.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling