+333.7%
SYF vs VICR
+2,344.0%
-2,010.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.1% |
| 7D | +2.6% | +9.8% | -7.2% | +0.8% |
| 30D | 0.0% | -12.6% | +12.6% | +2.1% |
| 3M | +11.9% | -29.7% | +41.6% | +16.7% |
| 6M | +18.9% | +18.8% | +0.1% | +7.9% |
| YTD | -4.6% | +76.4% | -81.0% | -21.1% |
| 1Y | +6.4% | +282.4% | -276.0% | -26.6% |
| 3Y | +167.2% | +206.2% | -39.0% | +80.0% |
| 5Y | +92.3% | +53.9% | +38.4% | +36.1% |
| 10Y | +263.2% | +1,572.3% | -1,309.1% | +51.1% |
| All | +333.7% | +2,344.0% | -2,010.3% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VICR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling