+92.3%
SYF vs UL
+22.5%
+69.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +2.6% | -1.3% | +3.9% | +2.9% |
| 30D | 0.0% | +0.9% | -0.9% | -0.2% |
| 3M | +11.9% | +14.2% | -2.3% | +8.3% |
| 6M | +18.9% | -3.2% | +22.1% | +19.3% |
| YTD | -4.6% | -0.3% | -4.3% | -5.2% |
| 1Y | +6.4% | -8.8% | +15.1% | +7.9% |
| 3Y | +167.2% | +23.9% | +143.3% | +136.9% |
| 5Y | +92.3% | +21.4% | +71.0% | +65.1% |
| All | +92.3% | +22.5% | +69.9% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling