+284.1%
UNP vs SYF
+196.3%
+87.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.9% |
| 7D | -0.9% | -4.2% | +3.3% | +0.5% |
| 30D | +8.0% | -1.1% | +9.1% | +8.3% |
| 3M | +3.3% | -7.9% | +11.2% | +5.9% |
| 6M | +14.7% | -1.1% | +15.8% | +14.1% |
| YTD | +31.9% | -12.6% | +44.5% | +35.8% |
| 1Y | +37.1% | -2.4% | +39.5% | +35.8% |
| 3Y | +51.9% | +156.6% | -104.8% | +4.2% |
| 5Y | +39.3% | +61.9% | -22.6% | +8.3% |
| 10Y | +284.1% | +186.5% | +97.6% | +116.1% |
| All | +284.1% | +196.3% | +87.8% | +116.1% |
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