+74.3%
VZ vs SYF
+308.6%
-234.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +5.6% | -3.8% | +9.4% | +6.1% |
| 30D | +1.9% | +2.6% | -0.8% | +1.5% |
| 3M | +0.8% | -6.5% | +7.3% | +1.5% |
| 6M | +0.6% | +0.8% | -0.2% | +0.3% |
| YTD | +20.8% | -10.1% | +30.9% | +21.6% |
| 1Y | +23.9% | +0.8% | +23.1% | +23.0% |
| 3Y | +55.7% | +158.8% | -103.1% | +33.2% |
| 5Y | +21.5% | +67.5% | -46.0% | +8.8% |
| 10Y | +68.5% | +230.0% | -161.5% | +29.3% |
| All | +74.3% | +308.6% | -234.3% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling