+286.2%
UNP vs SYF
+340.9%
-54.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -5.3% | +2.4% | -7.7% | -6.1% |
| 30D | -1.5% | +0.8% | -2.4% | -1.9% |
| 3M | +10.3% | +13.4% | -3.1% | +5.2% |
| 6M | +9.7% | +16.3% | -6.7% | +3.4% |
| YTD | +27.1% | -3.0% | +30.1% | +26.6% |
| 1Y | +32.6% | +5.7% | +26.9% | +27.9% |
| 3Y | +40.0% | +160.1% | -120.1% | -4.4% |
| 5Y | +50.8% | +88.5% | -37.7% | +10.8% |
| 10Y | +278.6% | +263.1% | +15.6% | +94.7% |
| All | +286.2% | +340.9% | -54.7% | +80.4% |
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