+216.1%
UNH vs SYF
+178.4%
+37.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +3.4% | -2.0% | +5.4% | +3.9% |
| 30D | +3.0% | +1.2% | +1.8% | +2.6% |
| 3M | +2.7% | -9.4% | +12.1% | +5.0% |
| 6M | +2.8% | +4.4% | -1.6% | +1.1% |
| YTD | +25.9% | -11.9% | +37.8% | +28.8% |
| 1Y | +25.8% | -0.4% | +26.2% | +24.9% |
| 3Y | -20.0% | +159.6% | -179.6% | -40.3% |
| 5Y | -2.8% | +60.9% | -63.7% | -19.7% |
| All | +216.1% | +178.4% | +37.6% | +94.5% |
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