+159.6%
SYF vs VCLT
+14.4%
+145.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -2.0% | -2.3% | +0.2% | -0.6% |
| 30D | +1.2% | +0.8% | +0.4% | +0.7% |
| 3M | -9.4% | -2.7% | -6.7% | -7.8% |
| 6M | +4.4% | -4.3% | +8.7% | +7.3% |
| YTD | -11.9% | -4.3% | -7.6% | -9.3% |
| 1Y | -0.4% | -4.4% | +4.0% | +2.5% |
| 3Y | +159.6% | +13.8% | +145.8% | +147.9% |
| All | +159.6% | +14.4% | +145.2% | +147.9% |
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