+20.2%
VZ vs SYF
+65.2%
-45.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.1% | -2.1% | +4.3% | +2.3% |
| 30D | +1.4% | +2.5% | -1.1% | +1.2% |
| 3M | -1.3% | -6.3% | +5.0% | -1.0% |
| 6M | -0.5% | -1.5% | +0.9% | -0.5% |
| YTD | +19.6% | -10.5% | +30.2% | +20.2% |
| 1Y | +22.4% | +1.5% | +20.9% | +21.9% |
| 3Y | +55.9% | +163.3% | -107.4% | +39.6% |
| All | +20.2% | +65.2% | -45.0% | +12.7% |
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