+5.7%
SYF vs VIVK
-100.0%
+105.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.3% | +12.4% | 0.0% |
| 7D | +2.4% | -1.4% | +3.8% | +2.4% |
| 30D | +0.8% | -43.6% | +44.5% | +0.4% |
| 3M | +13.4% | -95.1% | +108.5% | +12.3% |
| 6M | +16.3% | -98.2% | +114.5% | +15.2% |
| YTD | -3.0% | -97.9% | +94.9% | -4.2% |
| 1Y | +5.7% | -100.0% | +105.7% | +2.5% |
| All | +5.7% | -100.0% | +105.7% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling