+167.2%
SYF vs VCLT
+12.2%
+154.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | 0.0% | -0.6% | +0.6% | +0.4% |
| 3M | +11.9% | -2.2% | +14.2% | +13.4% |
| 6M | +18.9% | -2.9% | +21.8% | +20.9% |
| YTD | -4.6% | -2.1% | -2.5% | -3.3% |
| 1Y | +6.4% | -2.6% | +9.0% | +8.1% |
| 3Y | +167.2% | +12.5% | +154.7% | +153.4% |
| All | +167.2% | +12.2% | +154.9% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling