+539.7%
VEEV vs SYF
+255.8%
+283.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.6% |
| 7D | -8.2% | -5.5% | -2.7% | -7.1% |
| 30D | +10.3% | -3.9% | +14.2% | +11.2% |
| 3M | +59.4% | +8.9% | +50.4% | +55.9% |
| 6M | +37.6% | +16.2% | +21.4% | +32.5% |
| YTD | +16.9% | -8.4% | +25.4% | +18.6% |
| 1Y | -5.0% | +2.6% | -7.6% | -6.2% |
| 3Y | +18.5% | +156.4% | -137.9% | -7.1% |
| 5Y | -13.8% | +78.2% | -92.0% | -28.8% |
| All | +539.7% | +255.8% | +283.9% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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