+288.4%
UNP vs SYF
+189.2%
+99.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -2.1% | -3.6% | +1.5% | -0.9% |
| 30D | +7.3% | -1.7% | +9.0% | +7.8% |
| 3M | +3.6% | -7.8% | +11.4% | +6.1% |
| 6M | +15.8% | +3.4% | +12.5% | +13.6% |
| YTD | +32.6% | -12.2% | +44.8% | +36.2% |
| 1Y | +37.2% | -1.6% | +38.8% | +35.5% |
| 3Y | +52.6% | +157.8% | -105.2% | +4.6% |
| 5Y | +40.6% | +61.9% | -21.3% | +9.2% |
| 10Y | +288.4% | +180.0% | +108.4% | +119.0% |
| All | +288.4% | +189.2% | +99.2% | +119.0% |
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