+299.1%
SYF vs UL
+102.4%
+196.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.9% |
| 7D | -3.6% | -1.7% | -1.9% | -2.9% |
| 30D | -1.7% | +4.5% | -6.2% | -3.7% |
| 3M | -7.8% | +5.5% | -13.3% | -10.1% |
| 6M | +3.4% | +17.0% | -13.6% | -3.7% |
| YTD | -12.2% | +3.2% | -15.4% | -14.4% |
| 1Y | -1.6% | -1.9% | +0.3% | -2.1% |
| 3Y | +157.8% | +33.6% | +124.2% | +114.4% |
| 5Y | +61.9% | +31.5% | +30.4% | +33.0% |
| 10Y | +180.0% | +103.9% | +76.1% | +95.5% |
| All | +299.1% | +102.4% | +196.8% | +182.1% |
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 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