+1,272.7%
UMC vs SYF
+178.4%
+1,094.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +11.2% | -2.0% | +13.2% | +11.8% |
| 30D | -28.0% | +1.2% | -29.2% | -28.3% |
| 3M | -20.5% | -9.4% | -11.2% | -18.6% |
| 6M | -1.6% | +4.4% | -6.0% | -3.3% |
| YTD | +99.4% | -11.9% | +111.3% | +103.5% |
| 1Y | +120.4% | -0.4% | +120.8% | +117.0% |
| 3Y | +134.2% | +159.6% | -25.3% | +68.9% |
| 5Y | +78.8% | +60.9% | +18.0% | +43.1% |
| All | +1,272.7% | +178.4% | +1,094.3% | +831.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling