+50.0%
UNP vs SYF
+89.0%
-39.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -0.7% | +2.6% | -3.4% | -1.4% |
| 30D | -1.1% | 0.0% | -1.2% | -1.2% |
| 3M | +7.9% | +11.9% | -4.1% | +4.4% |
| 6M | +14.6% | +18.9% | -4.3% | +8.9% |
| YTD | +26.6% | -4.6% | +31.2% | +26.9% |
| 1Y | +35.6% | +6.4% | +29.2% | +31.6% |
| 3Y | +45.5% | +167.2% | -121.7% | +9.0% |
| 5Y | +50.0% | +92.3% | -42.4% | +15.5% |
| All | +50.0% | +89.0% | -39.0% | +15.5% |
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 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