+2,723.0%
VRT vs SYF
+236.8%
+2,486.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +9.1% | +2.4% | +6.7% | +7.9% |
| 30D | +0.9% | +0.8% | +0.1% | +0.4% |
| 3M | -13.4% | +13.4% | -26.8% | -19.3% |
| 6M | +11.7% | +16.3% | -4.7% | +2.5% |
| YTD | +73.2% | -3.0% | +76.2% | +72.3% |
| 1Y | +123.4% | +5.7% | +117.7% | +111.8% |
| 3Y | +606.2% | +160.1% | +446.1% | +329.1% |
| 5Y | +899.9% | +88.5% | +811.4% | +584.1% |
| All | +2,723.0% | +236.8% | +2,486.2% | +1,209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling