+186.5%
SYF vs UL
+106.3%
+80.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -4.2% | +2.6% | -6.8% | -5.2% |
| 30D | -1.1% | +6.8% | -7.8% | -3.9% |
| 3M | -7.9% | +5.7% | -13.6% | -10.3% |
| 6M | -1.1% | +15.9% | -17.0% | -7.5% |
| YTD | -12.6% | +4.3% | -16.9% | -15.2% |
| 1Y | -2.4% | -0.4% | -1.9% | -3.5% |
| 3Y | +156.6% | +35.0% | +121.7% | +111.0% |
| 5Y | +61.9% | +31.6% | +30.3% | +31.9% |
| 10Y | +186.5% | +104.6% | +81.8% | +131.0% |
| All | +186.5% | +106.3% | +80.2% | +131.0% |
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