+1,798.0%
UMC vs SYF
+255.8%
+1,542.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.8% |
| 7D | +11.4% | -5.5% | +16.9% | +13.1% |
| 30D | +16.8% | -3.9% | +20.7% | +17.9% |
| 3M | +19.1% | +8.9% | +10.2% | +15.8% |
| 6M | +137.4% | +16.2% | +121.2% | +127.0% |
| YTD | +186.4% | -8.4% | +194.8% | +189.6% |
| 1Y | +229.1% | +2.6% | +226.5% | +221.6% |
| 3Y | +257.9% | +156.4% | +101.5% | +160.2% |
| 5Y | +137.5% | +78.2% | +59.4% | +85.7% |
| All | +1,798.0% | +255.8% | +1,542.2% | +1,148.6% |
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