+74.4%
SYF vs VTRS
+47.1%
+27.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.3% |
| 6M | +17.5% | +19.9% | -2.4% | +8.3% |
| YTD | -7.8% | +35.7% | -43.5% | -19.8% |
| 1Y | +1.6% | +68.1% | -66.5% | -19.8% |
| 3Y | +154.8% | +87.1% | +67.7% | +80.7% |
| All | +74.4% | +47.1% | +27.3% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling