+164.6%
SYF vs UL
+34.1%
+130.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -4.7% | +0.3% | -4.9% | -4.7% |
| 30D | +0.6% | +7.0% | -6.4% | +0.4% |
| 3M | -6.8% | +5.8% | -12.6% | -7.0% |
| 6M | +0.5% | +16.1% | -15.6% | +0.5% |
| YTD | -11.1% | +4.5% | -15.6% | -12.3% |
| 1Y | +1.3% | -1.3% | +2.6% | -0.7% |
| 3Y | +164.6% | +35.0% | +129.7% | +144.6% |
| All | +164.6% | +34.1% | +130.5% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling