+443.5%
VRTX vs SYF
+259.8%
+183.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.9% |
| 7D | -3.4% | +2.6% | -6.0% | -3.8% |
| 30D | +6.6% | 0.0% | +6.6% | +6.6% |
| 3M | +19.4% | +11.9% | +7.5% | +17.1% |
| 6M | +15.8% | +18.9% | -3.1% | +12.4% |
| YTD | +16.7% | -4.6% | +21.2% | +16.9% |
| 1Y | +33.8% | +6.4% | +27.4% | +31.7% |
| 3Y | +54.2% | +167.2% | -113.0% | +27.4% |
| 5Y | +176.4% | +92.3% | +84.0% | +135.6% |
| 10Y | +443.5% | +263.2% | +180.3% | +232.6% |
| All | +443.5% | +259.8% | +183.8% | +232.6% |
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