+83.0%
UMC vs SYF
+61.4%
+21.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +17.8% | -3.3% | +21.0% | +19.0% |
| 30D | -29.6% | -2.2% | -27.4% | -29.2% |
| 3M | -18.4% | -9.3% | -9.0% | -16.1% |
| 6M | -0.1% | +2.1% | -2.2% | -1.6% |
| YTD | +104.0% | -12.6% | +116.7% | +109.5% |
| 1Y | +121.5% | -3.4% | +125.0% | +119.2% |
| 3Y | +135.0% | +156.5% | -21.5% | +47.9% |
| 5Y | +83.0% | +59.6% | +23.4% | +23.8% |
| All | +83.0% | +61.4% | +21.6% | +23.8% |
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