+2,826.7%
VRT vs SYF
+231.3%
+2,595.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.5% |
| 7D | +13.6% | +2.6% | +11.0% | +12.2% |
| 30D | +6.8% | 0.0% | +6.7% | +6.6% |
| 3M | -3.2% | +11.9% | -15.1% | -9.2% |
| 6M | +20.3% | +18.9% | +1.4% | +9.2% |
| YTD | +79.6% | -4.6% | +84.2% | +80.0% |
| 1Y | +139.0% | +6.4% | +132.6% | +125.7% |
| 3Y | +644.6% | +167.2% | +477.4% | +347.0% |
| 5Y | +1,024.4% | +92.3% | +932.0% | +663.9% |
| All | +2,826.7% | +231.3% | +2,595.4% | +1,268.0% |
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