+250.1%
SYF vs VRSK
+126.1%
+124.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -4.9% | -5.2% | +0.2% | -2.6% |
| 30D | -4.3% | -2.3% | -2.0% | -3.6% |
| 3M | +5.5% | -2.9% | +8.4% | +5.6% |
| 6M | +17.5% | -12.8% | +30.3% | +22.9% |
| YTD | -7.8% | -20.8% | +13.0% | +0.7% |
| 1Y | +1.6% | -33.2% | +34.9% | +21.3% |
| 3Y | +154.8% | -26.6% | +181.4% | +176.3% |
| 5Y | +79.5% | -11.3% | +90.8% | +66.3% |
| All | +250.1% | +126.1% | +124.1% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling