+79.0%
UPS vs SYF
+297.1%
-218.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -0.6% | -3.3% | +2.7% | +0.2% |
| 30D | +16.4% | -2.2% | +18.6% | +17.0% |
| 3M | +7.9% | -9.3% | +17.3% | +10.4% |
| 6M | +15.8% | +2.1% | +13.8% | +14.7% |
| YTD | +16.6% | -12.6% | +29.2% | +19.5% |
| 1Y | +22.3% | -3.4% | +25.8% | +22.2% |
| 3Y | -6.2% | +156.5% | -162.7% | -28.0% |
| 5Y | -34.4% | +59.6% | -94.0% | -45.0% |
| 10Y | +41.7% | +178.6% | -137.0% | -1.0% |
| All | +79.0% | +297.1% | -218.1% | +16.5% |
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 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