+66.6%
VZ vs SYF
+263.6%
-197.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | +0.2% | +2.6% | -2.4% | -0.1% |
| 30D | +7.1% | 0.0% | +7.1% | +7.1% |
| 3M | +12.8% | +11.9% | +0.9% | +11.3% |
| 6M | +1.8% | +18.9% | -17.1% | -0.4% |
| YTD | +30.0% | -4.6% | +34.6% | +30.1% |
| 1Y | +24.3% | +6.4% | +17.9% | +22.6% |
| 3Y | +84.3% | +167.2% | -82.9% | +57.5% |
| 5Y | +25.9% | +92.3% | -66.4% | +10.8% |
| All | +66.6% | +263.6% | -197.0% | +30.3% |
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