+84.5%
VTR vs SYF
+77.7%
+6.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.3% | -4.9% | +4.6% | +0.5% |
| 30D | +1.1% | -4.3% | +5.4% | +1.8% |
| 3M | +7.9% | +5.5% | +2.4% | +6.5% |
| 6M | +6.2% | +17.5% | -11.3% | +2.5% |
| YTD | +17.7% | -7.8% | +25.5% | +18.5% |
| 1Y | +32.9% | +1.6% | +31.3% | +30.9% |
| 3Y | +129.7% | +154.8% | -25.1% | +68.4% |
| All | +84.5% | +77.7% | +6.8% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling