-33.5%
UPS vs SYF
+63.1%
-96.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +1.7% | -4.2% | +5.9% | +3.0% |
| 30D | +17.4% | -1.1% | +18.5% | +17.7% |
| 3M | +7.7% | -7.9% | +15.6% | +10.1% |
| 6M | +13.8% | -1.1% | +14.9% | +13.5% |
| YTD | +17.3% | -12.6% | +29.9% | +20.7% |
| 1Y | +27.2% | -2.4% | +29.5% | +26.5% |
| 3Y | -5.6% | +156.6% | -162.3% | -33.0% |
| 5Y | -33.5% | +61.9% | -95.4% | -45.5% |
| All | -33.5% | +63.1% | -96.7% | -45.5% |
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