+250.1%
SYF vs VTRS
-48.4%
+298.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -4.9% | -2.2% | -2.7% | -4.1% |
| 30D | -4.3% | +3.3% | -7.6% | -5.5% |
| 3M | +5.5% | +2.0% | +3.5% | +4.4% |
| 6M | +17.5% | +19.9% | -2.4% | +8.8% |
| YTD | -7.8% | +35.7% | -43.5% | -19.1% |
| 1Y | +1.6% | +68.1% | -66.5% | -18.5% |
| 3Y | +154.8% | +87.1% | +67.7% | +89.2% |
| 5Y | +79.5% | +47.6% | +31.8% | +42.0% |
| All | +250.1% | -48.4% | +298.5% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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