+112.3%
UAL vs SYF
+65.2%
+47.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.4% |
| 7D | +8.2% | -2.1% | +10.3% | +10.0% |
| 30D | +2.3% | +2.5% | -0.2% | +0.4% |
| 3M | -12.7% | -6.3% | -6.4% | -8.3% |
| 6M | +12.7% | -1.5% | +14.1% | +13.7% |
| YTD | +0.8% | -10.5% | +11.3% | +9.2% |
| 1Y | +17.8% | +1.5% | +16.3% | +16.0% |
| 3Y | +206.7% | +163.3% | +43.4% | +50.4% |
| All | +112.3% | +65.2% | +47.1% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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