+316.2%
SYF vs VTRS
-59.2%
+375.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.2% |
| 7D | -5.5% | -3.3% | -2.2% | -4.4% |
| 30D | -3.9% | +1.4% | -5.2% | -4.3% |
| 3M | +8.9% | +4.6% | +4.3% | +7.0% |
| 6M | +16.2% | +18.1% | -1.9% | +9.2% |
| YTD | -8.4% | +34.7% | -43.1% | -18.2% |
| 1Y | +2.6% | +65.6% | -63.0% | -15.0% |
| 3Y | +156.4% | +83.8% | +72.6% | +99.3% |
| 5Y | +78.2% | +46.5% | +31.7% | +46.1% |
| 10Y | +253.8% | -48.6% | +302.4% | +242.1% |
| All | +316.2% | -59.2% | +375.4% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling