+72.3%
SYF vs VIK
+244.4%
-172.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | -0.6% |
| 7D | -3.6% | -1.2% | -2.4% | -3.1% |
| 30D | -1.7% | +11.5% | -13.2% | -7.2% |
| 3M | -7.8% | -11.3% | +3.5% | -3.1% |
| 6M | +3.4% | +11.3% | -7.9% | -3.6% |
| YTD | -12.2% | +26.1% | -38.3% | -24.5% |
| 1Y | -1.6% | +50.0% | -51.5% | -23.5% |
| All | +72.3% | +244.4% | -172.1% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling