+1,561.8%
UMC vs SYF
+340.9%
+1,220.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +5.0% | +2.4% | +2.6% | +4.2% |
| 30D | +7.7% | +0.8% | +6.8% | +7.3% |
| 3M | +1.7% | +13.4% | -11.7% | -2.1% |
| 6M | +113.9% | +16.3% | +97.6% | +104.5% |
| YTD | +168.9% | -3.0% | +171.9% | +167.8% |
| 1Y | +207.2% | +5.7% | +201.5% | +198.0% |
| 3Y | +227.7% | +160.1% | +67.6% | +137.9% |
| 5Y | +118.0% | +88.5% | +29.5% | +68.5% |
| 10Y | +1,682.1% | +263.1% | +1,419.1% | +1,006.9% |
| All | +1,561.8% | +340.9% | +1,220.9% | +808.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling