+25.5%
VZ vs SYF
+89.0%
-63.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | +7.9% | +0.8% | +7.1% | +7.8% |
| 3M | +13.6% | +13.4% | +0.2% | +12.8% |
| 6M | +1.1% | +16.3% | -15.2% | +0.2% |
| YTD | +29.3% | -3.0% | +32.3% | +29.4% |
| 1Y | +21.2% | +5.7% | +15.5% | +20.5% |
| 3Y | +75.9% | +160.1% | -84.2% | +58.4% |
| All | +25.5% | +89.0% | -63.5% | +15.0% |
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