+108.6%
VTR vs SYF
+340.9%
-232.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.7% | +2.4% | -4.1% | -2.6% |
| 30D | -2.4% | +0.8% | -3.3% | -2.8% |
| 3M | +14.8% | +13.4% | +1.4% | +8.7% |
| 6M | +5.3% | +16.3% | -11.0% | -1.7% |
| YTD | +18.1% | -3.0% | +21.1% | +17.1% |
| 1Y | +36.7% | +5.7% | +31.0% | +30.3% |
| 3Y | +130.1% | +160.1% | -30.0% | +38.8% |
| 5Y | +89.5% | +88.5% | +1.0% | +26.0% |
| 10Y | +87.4% | +263.1% | -175.7% | -18.4% |
| All | +108.6% | +340.9% | -232.3% | -10.6% |
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