+21.8%
VZ vs SYF
+60.4%
-38.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.5% | -2.0% | +3.5% | +1.6% |
| 30D | +4.4% | +1.2% | +3.2% | +4.3% |
| 3M | -2.4% | -9.4% | +7.0% | -1.9% |
| 6M | +1.4% | +4.4% | -3.0% | +1.1% |
| YTD | +21.4% | -11.9% | +33.3% | +22.1% |
| 1Y | +20.3% | -0.4% | +20.7% | +19.9% |
| 3Y | +57.4% | +159.6% | -102.2% | +41.0% |
| All | +21.8% | +60.4% | -38.6% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling