+106.8%
VTR vs SYF
+300.4%
-193.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +0.2% | -2.0% | +2.2% | +0.9% |
| 30D | +5.5% | +1.2% | +4.3% | +4.9% |
| 3M | -0.9% | -9.4% | +8.4% | +2.4% |
| 6M | -0.4% | +4.4% | -4.8% | -3.1% |
| YTD | +17.0% | -11.9% | +28.9% | +19.9% |
| 1Y | +18.0% | -0.4% | +18.4% | +14.9% |
| 3Y | +127.4% | +159.6% | -32.2% | +36.2% |
| 5Y | +92.3% | +60.9% | +31.4% | +36.9% |
| 10Y | +129.6% | +180.9% | -51.3% | +5.1% |
| All | +106.8% | +300.4% | -193.6% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling