+250.1%
SYF vs VICR
+1,679.8%
-1,429.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.4% | -1.4% |
| 7D | -4.9% | +5.0% | -9.9% | -5.9% |
| 30D | -4.3% | -12.5% | +8.2% | -2.4% |
| 3M | +5.5% | -33.6% | +39.1% | +11.2% |
| 6M | +17.5% | +10.7% | +6.8% | +7.8% |
| YTD | -7.8% | +80.6% | -88.4% | -24.7% |
| 1Y | +1.6% | +288.4% | -286.7% | -31.0% |
| 3Y | +154.8% | +213.8% | -59.0% | +68.3% |
| 5Y | +79.5% | +58.8% | +20.6% | +25.0% |
| All | +250.1% | +1,679.8% | -1,429.6% | +29.4% |
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