+128.1%
VTR vs SYF
+160.5%
-32.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -2.9% | -1.3% | -1.6% | -2.8% |
| 30D | -2.8% | -1.1% | -1.7% | -2.8% |
| 3M | +9.0% | +7.4% | +1.6% | +8.5% |
| 6M | +5.0% | +16.2% | -11.3% | +3.9% |
| YTD | +16.9% | -6.1% | +23.1% | +17.2% |
| 1Y | +34.3% | +3.4% | +30.9% | +33.5% |
| All | +128.1% | +160.5% | -32.4% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling