+86.6%
VZ vs SYF
+340.9%
-254.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.1% | +2.4% | -2.3% | -0.2% |
| 30D | +7.9% | +0.8% | +7.1% | +7.8% |
| 3M | +13.6% | +13.4% | +0.2% | +11.9% |
| 6M | +1.1% | +16.3% | -15.2% | -0.9% |
| YTD | +29.3% | -3.0% | +32.3% | +29.1% |
| 1Y | +21.2% | +5.7% | +15.5% | +19.7% |
| 3Y | +75.9% | +160.1% | -84.2% | +50.7% |
| 5Y | +24.1% | +88.5% | -64.4% | +9.3% |
| 10Y | +62.4% | +263.1% | -200.7% | +23.2% |
| All | +86.6% | +340.9% | -254.3% | +37.2% |
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