+300.4%
SYF vs VCLT
+32.2%
+268.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -2.0% | -2.3% | +0.2% | -0.9% |
| 30D | +1.2% | +0.8% | +0.4% | +0.8% |
| 3M | -9.4% | -2.7% | -6.7% | -8.2% |
| 6M | +4.4% | -4.3% | +8.7% | +6.8% |
| YTD | -11.9% | -4.3% | -7.6% | -9.9% |
| 1Y | -0.4% | -4.4% | +4.0% | +1.9% |
| 3Y | +159.6% | +13.8% | +145.8% | +144.3% |
| 5Y | +60.9% | -17.0% | +77.8% | +70.7% |
| 10Y | +180.9% | +20.9% | +160.0% | +201.3% |
| All | +300.4% | +32.2% | +268.2% | +355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling