+72.8%
SYF vs VIK
+243.7%
-170.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -2.0% | +2.7% | -4.8% | -3.3% |
| 30D | +1.2% | +8.8% | -7.6% | -3.3% |
| 3M | -9.4% | -15.3% | +5.9% | -2.5% |
| 6M | +4.4% | +9.4% | -5.0% | -1.7% |
| YTD | -11.9% | +25.9% | -37.8% | -24.2% |
| 1Y | -0.4% | +51.0% | -51.4% | -22.9% |
| All | +72.8% | +243.7% | -170.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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