+96.3%
VTR vs SYF
+258.4%
-162.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -0.3% | -4.9% | +4.6% | +1.6% |
| 30D | +1.1% | -4.3% | +5.4% | +2.7% |
| 3M | +7.9% | +5.5% | +2.4% | +4.8% |
| 6M | +6.2% | +17.5% | -11.3% | -1.9% |
| YTD | +17.7% | -7.8% | +25.5% | +18.9% |
| 1Y | +32.9% | +1.6% | +31.3% | +28.1% |
| 3Y | +129.7% | +154.8% | -25.1% | +33.4% |
| 5Y | +89.3% | +79.5% | +9.8% | +24.0% |
| All | +96.3% | +258.4% | -162.0% | -18.9% |
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