+340.9%
SYF vs UL
+97.5%
+243.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +2.4% | -1.3% | +3.7% | +3.0% |
| 30D | +0.8% | +0.5% | +0.4% | +0.6% |
| 3M | +13.4% | +17.6% | -4.2% | +5.6% |
| 6M | +16.3% | -5.4% | +21.7% | +18.4% |
| YTD | -3.0% | +0.7% | -3.7% | -4.3% |
| 1Y | +5.7% | -9.3% | +15.0% | +8.9% |
| 3Y | +160.1% | +24.5% | +135.6% | +124.1% |
| 5Y | +88.5% | +23.2% | +65.3% | +60.1% |
| 10Y | +263.1% | +64.5% | +198.6% | +178.2% |
| All | +340.9% | +97.5% | +243.4% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling