+57.2%
VZ vs SYF
+162.6%
-105.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +2.2% | -4.3% | +6.5% | +2.2% |
| 30D | +10.6% | +1.0% | +9.6% | +10.6% |
| 3M | -0.6% | -6.4% | +5.8% | -0.6% |
| 6M | +0.7% | +1.0% | -0.3% | +0.8% |
| YTD | +20.6% | -10.7% | +31.3% | +20.8% |
| 1Y | +22.7% | +1.8% | +21.0% | +22.8% |
| 3Y | +57.2% | +165.8% | -108.6% | +51.7% |
| All | +57.2% | +162.6% | -105.4% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling