-33.5%
UPS vs SYF
+89.2%
-122.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.8% |
| 7D | -3.7% | -1.3% | -2.4% | -3.3% |
| 30D | -3.7% | -1.1% | -2.7% | -3.5% |
| 3M | -6.6% | +7.4% | -14.0% | -8.8% |
| 6M | +2.6% | +16.2% | -13.6% | -2.3% |
| YTD | +4.8% | -6.1% | +10.9% | +5.7% |
| 1Y | +25.3% | +3.4% | +21.9% | +22.5% |
| 3Y | -26.9% | +162.9% | -189.7% | -48.0% |
| 5Y | -33.5% | +85.6% | -119.1% | -49.5% |
| All | -33.5% | +89.2% | -122.7% | -49.5% |
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