+170.6%
SYF vs VICR
+978.3%
-807.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.4% |
| 7D | -2.0% | +8.3% | -10.3% | -3.5% |
| 30D | +1.2% | -35.2% | +36.4% | +7.5% |
| 3M | -9.4% | -29.8% | +20.5% | -6.8% |
| 6M | +4.4% | -48.6% | +53.0% | +10.5% |
| YTD | -11.9% | +45.1% | -57.0% | -27.4% |
| 1Y | -0.4% | +79.6% | -80.0% | -21.7% |
| 3Y | +159.6% | +335.4% | -175.8% | +55.4% |
| 5Y | +60.9% | -1.0% | +61.9% | +21.7% |
| All | +170.6% | +978.3% | -807.7% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling