+1,917.9%
VRT vs SYF
+208.6%
+1,709.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +10.0% |
| 7D | -10.6% | -4.7% | -5.9% | -8.5% |
| 30D | -17.4% | +0.6% | -18.0% | -17.7% |
| 3M | -26.4% | -6.8% | -19.6% | -23.8% |
| 6M | -41.0% | +0.5% | -41.5% | -41.8% |
| YTD | +23.8% | -11.1% | +35.0% | +28.6% |
| 1Y | +11.6% | +1.3% | +10.3% | +8.4% |
| 3Y | +403.5% | +164.6% | +238.9% | +204.8% |
| 5Y | +647.0% | +65.2% | +581.9% | +444.9% |
| All | +1,917.9% | +208.6% | +1,709.3% | +877.2% |
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