+16.0%
VEEV vs SYF
+160.5%
-144.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -7.1% | -1.3% | -5.8% | -6.8% |
| 30D | +11.1% | -1.1% | +12.2% | +11.3% |
| 3M | +55.5% | +7.4% | +48.1% | +52.9% |
| 6M | +33.4% | +16.2% | +17.1% | +28.8% |
| YTD | +16.8% | -6.1% | +23.0% | +17.5% |
| 1Y | -7.7% | +3.4% | -11.1% | -8.8% |
| All | +16.0% | +160.5% | -144.6% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling