+159.4%
SYF vs VIVK
-100.0%
+259.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -1.6% |
| 7D | -1.3% | -7.9% | +6.6% | -1.3% |
| 30D | -1.1% | -42.0% | +40.9% | -1.1% |
| 3M | +7.4% | -92.5% | +99.9% | +8.0% |
| 6M | +16.2% | -98.0% | +114.2% | +17.3% |
| YTD | -6.1% | -97.9% | +91.8% | -6.0% |
| 1Y | +3.4% | -100.0% | +103.3% | +7.7% |
| All | +159.4% | -100.0% | +259.3% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling