+84.2%
SYF vs VIK
+225.3%
-141.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | +0.1% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | -1.1% | -18.0% | +17.0% | +8.6% |
| 3M | +7.4% | -5.8% | +13.2% | +9.8% |
| 6M | +16.2% | +17.2% | -1.0% | +4.8% |
| YTD | -6.1% | +19.1% | -25.3% | -16.6% |
| 1Y | +3.4% | +33.6% | -30.3% | -14.4% |
| All | +84.2% | +225.3% | -141.1% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling