+71.6%
VZ vs SYF
+189.2%
-117.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +0.9% | -3.6% | +4.5% | +1.3% |
| 30D | +8.9% | -1.7% | +10.7% | +9.1% |
| 3M | +0.1% | -7.8% | +7.9% | +0.9% |
| 6M | +1.9% | +3.4% | -1.5% | +1.3% |
| YTD | +22.0% | -12.2% | +34.2% | +23.2% |
| 1Y | +22.1% | -1.6% | +23.7% | +21.5% |
| 3Y | +58.7% | +157.8% | -99.1% | +35.8% |
| 5Y | +22.3% | +61.9% | -39.6% | +10.1% |
| 10Y | +71.6% | +180.0% | -108.4% | +40.1% |
| All | +71.6% | +189.2% | -117.6% | +40.1% |
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