+87.2%
SYF vs VIK
+236.8%
-149.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | -2.9% |
| 7D | +2.6% | +3.6% | -1.0% | +0.8% |
| 30D | 0.0% | -16.7% | +16.8% | +9.0% |
| 3M | +11.9% | -1.1% | +13.0% | +11.7% |
| 6M | +18.9% | +27.8% | -8.9% | +2.3% |
| YTD | -4.6% | +23.3% | -27.9% | -16.7% |
| 1Y | +6.4% | +38.2% | -31.8% | -13.4% |
| All | +87.2% | +236.8% | -149.6% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling