+73.2%
SYF vs VRSK
-11.9%
+85.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -5.5% | -7.7% | +2.2% | -3.6% |
| 30D | -3.9% | -2.8% | -1.0% | -3.4% |
| 3M | +8.9% | -3.7% | +12.6% | +9.2% |
| 6M | +16.2% | -12.8% | +29.0% | +19.7% |
| YTD | -8.4% | -21.0% | +12.5% | -2.7% |
| 1Y | +2.6% | -32.5% | +35.1% | +15.5% |
| 3Y | +156.4% | -26.5% | +182.9% | +169.6% |
| All | +73.2% | -11.9% | +85.1% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling