+493.1%
VRTX vs SYF
+218.0%
+275.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -0.4% | -4.7% | +4.3% | +0.3% |
| 30D | +8.0% | +0.6% | +7.4% | +7.9% |
| 3M | +11.0% | -6.8% | +17.9% | +12.1% |
| 6M | +28.2% | +0.5% | +27.6% | +27.7% |
| YTD | +21.5% | -11.1% | +32.6% | +23.0% |
| 1Y | +34.5% | +1.3% | +33.2% | +33.5% |
| 3Y | +49.5% | +164.6% | -115.2% | +24.8% |
| 5Y | +188.3% | +65.2% | +123.1% | +154.0% |
| 10Y | +493.1% | +204.6% | +288.5% | +322.4% |
| All | +493.1% | +218.0% | +275.1% | +322.4% |
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